Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410107.2036 | 185016.4916 | 225090.712 | 1421101.6541 | 554495.6697 | 866605.9844 |
Total P&L (%) | 410.1072 | 185.0165 | 225.0907 | 1421.1017 | 554.4957 | 866.606 |
Avg Daily Profit (%) | 0.3998 | 0.1804 | 0.2194 | 0.2657 | 0.1833 | 0.2214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68612 | -58781 | -47898 | -486599 | -266553 | -254722 |
Profit Factor | 2.0004 | 1.7807 | 2.3014 | 1.8449 | 1.5491 | 2.2893 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 57.4257 | 52.9412 | 62 | 57.4257 | 52.9412 | 62 |
Ratio Avg Win / Avg Loss | 1.483 | 1.5828 | 1.4106 | 1.3678 | 1.377 | 1.4031 |
Largest Winning Trade | 83853 | 83853 | 42825 | 625561 | 625561 | 232204 |
Largest Losing Trade | -35010 | -35010 | -21410 | -239961 | -239961 | -191099 |
Avg Bars in Trades | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Winners | 29 | 17 | 40 | 29 | 17 | 40 |
Avg Bars in Losers | 50 | 41 | 62 | 50 | 41 | 62 |
Bars Traded | 3899 | 1451 | 2448 | 3899 | 1451 | 2448 |
Profit Streak | 18.2564 | 18.2564 | 69.0064 | 18.2564 | 18.2564 | 69.0064 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515385 | -168002 | -166062 | 478324 | -169331 | -165652 |
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{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 155, "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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