Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263111.0383 | 233600.1849 | 29510.8534 | -194481.9551 | -15597.9877 | -178883.9673 |
Total P&L (%) | 263.111 | 233.6002 | 29.5109 | -194.482 | -15.598 | -178.884 |
Avg Daily Profit (%) | 0.1852 | 0.1644 | 0.0208 | 0 | -0.0119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123343 | -52686 | -109659 | -648245 | -222318 | -469616 |
Profit Factor | 1.6467 | 2.6325 | 1.1119 | 0.79 | 0.9595 | 0.6694 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 20 | 16 | 32 | 16 | 16 |
Losing Trades | 22 | 9 | 13 | 26 | 13 | 13 |
Profitability (%) | 62.069 | 68.9655 | 55.1724 | 55.1724 | 55.1724 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.0063 | 1.1846 | 0.9034 | 0.6419 | 0.7796 | 0.5439 |
Largest Winning Trade | 67362 | 67362 | 59830 | 112410 | 112410 | 92776 |
Largest Losing Trade | -109659 | -38155 | -109659 | -335051 | -115677 | -335051 |
Avg Bars in Trades | 45 | 49 | 42 | 45 | 49 | 42 |
Avg Bars in Winners | 37 | 36 | 39 | 45 | 46 | 44 |
Avg Bars in Losers | 58 | 76 | 45 | 46 | 52 | 39 |
Bars Traded | 2645 | 1425 | 1220 | 2645 | 1425 | 1220 |
Profit Streak | 14.5935 | 0 | 67.0935 | 0 | 66.5935 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167843 | 490674 | -265802 | -759607 | -579603 | -580162 |
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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