Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297939.0303 | 38233.6861 | 259705.3442 | 474750.0059 | 16135.9782 | 458614.0276 |
Total P&L (%) | 297.939 | 38.2337 | 259.7053 | 474.75 | 16.136 | 458.614 |
Avg Daily Profit (%) | 0.1952 | 0.0251 | 0.1702 | 0.1147 | 0.0098 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86869 | -61586 | -43566 | -368013 | -237669 | -164409 |
Profit Factor | 1.9162 | 1.1977 | 2.9707 | 1.538 | 1.0313 | 2.2471 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 46.7742 | 38.7097 | 54.8387 | 46.7742 | 38.7097 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.1805 | 1.8963 | 2.4465 | 1.7501 | 1.633 | 1.8506 |
Largest Winning Trade | 76180 | 76180 | 70796 | 172200 | 146515 | 172200 |
Largest Losing Trade | -24424 | -24424 | -20438 | -98470 | -98470 | -72527 |
Avg Bars in Trades | 142 | 93 | 192 | 142 | 93 | 192 |
Avg Bars in Winners | 226 | 137 | 288 | 226 | 137 | 288 |
Avg Bars in Losers | 69 | 65 | 75 | 69 | 65 | 75 |
Bars Traded | 8849 | 2892 | 5957 | 8849 | 2892 | 5957 |
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 | -148535 | -168165 | 490576 | -197025 | -378564 | -37548 |
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{ "first_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "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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