Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277306.0415 | 219348.2931 | 57957.7483 | 312419.5956 | 138075.6343 | 174343.9612 |
Total P&L (%) | 277.306 | 219.3483 | 57.9577 | 312.4196 | 138.0756 | 174.344 |
Avg Daily Profit (%) | 0.2662 | 0.2106 | 0.0556 | 0.1361 | 0.0833 | 0.0969 |
Buy And Hold Return (%) | 22.7618 | 22.7618 | 22.7618 | 22.7618 | 22.7618 | 22.7618 |
Max Trade Drawdown | -76480 | -58849 | -65616 | -212691 | -263401 | -131841 |
Profit Factor | 1.5661 | 1.9348 | 1.2271 | 1.2402 | 1.2132 | 1.2669 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 42 | 41.3333 | 42.6667 | 42 | 41.3333 | 42.6667 |
Ratio Avg Win / Avg Loss | 2.1628 | 2.7462 | 1.649 | 1.7126 | 1.7219 | 1.7024 |
Largest Winning Trade | 125918 | 125918 | 29126 | 130524 | 130524 | 108009 |
Largest Losing Trade | -18649 | -17996 | -18649 | -64212 | -47425 | -64212 |
Avg Bars in Trades | 164 | 150 | 179 | 164 | 150 | 179 |
Avg Bars in Winners | 258 | 232 | 283 | 258 | 232 | 283 |
Avg Bars in Losers | 96 | 92 | 101 | 96 | 92 | 101 |
Bars Traded | 24729 | 11290 | 13438 | 24729 | 11290 | 13438 |
Profit Streak | 0 | 0 | 32.0607 | 0 | 0 | 32.0607 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312603 | -48942 | -180655 | -12819 | -142017 | -121841 |
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{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 59, "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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