Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570692.092 | 459119.9882 | 111572.1038 | 1088131.4883 | 1063542.151 | 24589.3373 |
Total P&L (%) | 570.6921 | 459.12 | 111.5721 | 1088.1315 | 1063.5422 | 24.5893 |
Avg Daily Profit (%) | 0.3224 | 0.2593 | 0.063 | 0.1399 | 0.1387 | 0.0124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88313 | -52000 | -64277 | -1315392 | -631184 | -1125805 |
Profit Factor | 2.1905 | 3.3285 | 1.3954 | 1.1923 | 1.4649 | 1.0073 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Profitability (%) | 46.2366 | 54.3478 | 38.2979 | 46.2366 | 54.3478 | 38.2979 |
Ratio Avg Win / Avg Loss | 2.5472 | 2.7959 | 2.2481 | 1.3864 | 1.2305 | 1.6229 |
Largest Winning Trade | 203738 | 203738 | 64282 | 895709 | 895709 | 677838 |
Largest Losing Trade | -34771 | -34771 | -34671 | -463930 | -362492 | -463930 |
Avg Bars in Trades | 110 | 108 | 113 | 110 | 108 | 113 |
Avg Bars in Winners | 186 | 153 | 231 | 186 | 153 | 231 |
Avg Bars in Losers | 45 | 54 | 39 | 45 | 54 | 39 |
Bars Traded | 10299 | 4977 | 5322 | 10299 | 4977 | 5322 |
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 | 433296 | 544657 | -111467 | -16082 | -5705 | -395938 |
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{ "first_band": { "type": "vwma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "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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