Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636207.9406 | 543165.2162 | 93042.7244 | 669428.0047 | -661830.3374 | 1331258.3422 |
Total P&L (%) | 636.2079 | 543.1652 | 93.0427 | 669.428 | -661.8303 | 1331.2583 |
Avg Daily Profit (%) | 0.3218 | 0.2748 | 0.0471 | 0.1033 | 0 | 0.1347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101012 | -116160 | -65573 | -1723023 | -2020465 | -604016 |
Profit Factor | 2.492 | 3.3627 | 1.4735 | 1.1773 | 0.7368 | 2.0557 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 50.7042 | 45.7143 | 55.5556 | 50.7042 | 45.7143 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.4228 | 3.9932 | 1.1788 | 1.1446 | 0.875 | 1.6446 |
Largest Winning Trade | 428863 | 428863 | 50165 | 754131 | 516640 | 754131 |
Largest Losing Trade | -38260 | -38260 | -29539 | -682417 | -682417 | -404315 |
Avg Bars in Trades | 104 | 146 | 63 | 104 | 146 | 63 |
Avg Bars in Winners | 150 | 242 | 77 | 150 | 242 | 77 |
Avg Bars in Losers | 57 | 65 | 46 | 57 | 65 | 46 |
Bars Traded | 7415 | 5123 | 2292 | 7415 | 5123 | 2292 |
Profit Streak | 518.8196 | 0 | 580.0696 | 518.8196 | 0 | 580.0696 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76773 | 483496 | -127602 | -170796 | -582454 | -7562 |
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{ "first_band": { "type": "vwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 65, "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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