Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106189.837 | 76870.0886 | 29319.7484 | 102242.4145 | 83002.2766 | 19240.1379 |
Total P&L (%) | 106.1898 | 76.8701 | 29.3197 | 102.2424 | 83.0023 | 19.2401 |
Avg Daily Profit (%) | 0.4078 | 0.2952 | 0.1126 | 0.2708 | 0.2323 | 0.0676 |
Buy And Hold Return (%) | 21.2453 | 21.2453 | 21.2453 | 21.2453 | 21.2453 | 21.2453 |
Max Trade Drawdown | -59185 | -38448 | -51703 | -76478 | -44059 | -76584 |
Profit Factor | 1.3596 | 1.5828 | 1.1794 | 1.2739 | 1.5363 | 1.088 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 69.9387 | 69.1358 | 70.7317 | 69.9387 | 69.1358 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.5844 | 0.7066 | 0.488 | 0.5475 | 0.6858 | 0.4502 |
Largest Winning Trade | 14000 | 14000 | 9874 | 18039 | 11896 | 18039 |
Largest Losing Trade | -35170 | -16381 | -35170 | -75935 | -29442 | -75935 |
Avg Bars in Trades | 149 | 147 | 151 | 149 | 147 | 151 |
Avg Bars in Winners | 94 | 85 | 102 | 94 | 85 | 102 |
Avg Bars in Losers | 277 | 285 | 269 | 277 | 285 | 269 |
Bars Traded | 24389 | 11951 | 12438 | 24389 | 11951 | 12438 |
Profit Streak | 4.6582 | 0 | 13.5332 | 4.6582 | 0 | 13.5332 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334149 | -4577 | -116856 | 267206 | -5141 | -395623 |
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{ "first_band": { "type": "vwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "offset": 81 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "offset": 81 } } }
# | 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) |
---|