Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316431.4866 | 302341.8198 | 14089.6668 | 20125.204 | 84469.6006 | -64344.3966 |
Total P&L (%) | 316.4315 | 302.3418 | 14.0897 | 20.1252 | 84.4696 | -64.3444 |
Avg Daily Profit (%) | 0.3038 | 0.2902 | 0.0135 | 0.0176 | 0.0588 | -0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150251 | -113923 | -107530 | -296313 | -192554 | -169566 |
Profit Factor | 1.5258 | 1.9673 | 1.0487 | 1.0232 | 1.2003 | 0.8552 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 39.0909 | 34.5455 | 43.6364 | 39.0909 | 34.5455 | 43.6364 |
Ratio Avg Win / Avg Loss | 2.3774 | 3.7276 | 1.3546 | 1.5944 | 2.2743 | 1.1046 |
Largest Winning Trade | 304712 | 304712 | 37112 | 208729 | 208729 | 74640 |
Largest Losing Trade | -39945 | -36918 | -39945 | -90169 | -60426 | -90169 |
Avg Bars in Trades | 218 | 209 | 228 | 218 | 209 | 228 |
Avg Bars in Winners | 358 | 321 | 388 | 358 | 321 | 388 |
Avg Bars in Losers | 129 | 149 | 104 | 129 | 149 | 104 |
Bars Traded | 24073 | 11498 | 12575 | 24073 | 11498 | 12575 |
Profit Streak | 50.013 | 50.013 | 89.263 | 50.013 | 50.013 | 89.263 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307779 | -173648 | -561430 | -372523 | -299600 | -760279 |
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{ "first_band": { "type": "vwma", "factors": { "length": 167, "offset": 89 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 167, "offset": 89 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "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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