Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134775.0702 | 1088228.4096 | 46546.6607 | 1355173.9029 | 1870007.6036 | -514833.7008 |
Total P&L (%) | 1134.7751 | 1088.2284 | 46.5467 | 1355.1739 | 1870.0076 | -514.8337 |
Avg Daily Profit (%) | 0.4535 | 0.4349 | 0.0186 | 0.1071 | 0.1192 | 0 |
Buy And Hold Return (%) | 313.6446 | 313.6446 | 313.6446 | 313.6446 | 313.6446 | 313.6446 |
Max Trade Drawdown | -139720 | -67060 | -88985 | -6153226 | -3148940 | -4167132 |
Profit Factor | 4.2811 | 6.7985 | 1.2943 | 1.1154 | 1.3128 | 0.9107 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 53.125 | 56.25 | 50 | 53.125 | 56.25 | 50 |
Ratio Avg Win / Avg Loss | 3.7774 | 5.2877 | 1.2943 | 0.9842 | 1.021 | 0.9107 |
Largest Winning Trade | 953452 | 953452 | 56734 | 2464816 | 2464816 | 1862586 |
Largest Losing Trade | -45624 | -32464 | -45624 | -1418963 | -1160858 | -1418963 |
Avg Bars in Trades | 67 | 80 | 54 | 67 | 80 | 54 |
Avg Bars in Winners | 90 | 100 | 79 | 90 | 100 | 79 |
Avg Bars in Losers | 41 | 55 | 28 | 41 | 55 | 28 |
Bars Traded | 4316 | 2588 | 1728 | 4316 | 2588 | 1728 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128184 | 599670 | -333767 | -289961 | -33239 | -580810 |
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{ "first_band": { "type": "vwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 236, "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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