Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261068.2856 | 49141.7804 | 211926.5053 | 402903.6654 | 81154.3005 | 321749.3649 |
Total P&L (%) | 261.0683 | 49.1418 | 211.9265 | 402.9037 | 81.1543 | 321.7494 |
Avg Daily Profit (%) | 0.2028 | 0.0382 | 0.1646 | 0.1256 | 0.0462 | 0.1119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43395 | -32449 | -50304 | -234359 | -168251 | -214494 |
Profit Factor | 1.8829 | 1.3226 | 2.4783 | 1.4253 | 1.1719 | 1.6773 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 36.4865 | 32.4324 | 40.5405 | 36.4865 | 32.4324 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.2777 | 2.7554 | 3.6349 | 2.4812 | 2.4414 | 2.46 |
Largest Winning Trade | 63482 | 36167 | 63482 | 210275 | 141295 | 210275 |
Largest Losing Trade | -30229 | -15725 | -30229 | -133321 | -63409 | -133321 |
Avg Bars in Trades | 100 | 65 | 135 | 100 | 65 | 135 |
Avg Bars in Winners | 208 | 143 | 261 | 208 | 143 | 261 |
Avg Bars in Losers | 38 | 28 | 49 | 38 | 28 | 49 |
Bars Traded | 7430 | 2417 | 5013 | 7430 | 2417 | 5013 |
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 | -62813 | -148805 | 301285 | -97456 | -168435 | -44132 |
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{ "first_band": { "type": "vwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 8, "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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