Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121036.0896 | 50439.718 | 70596.3716 | 171217.6781 | 105015.6853 | 66201.9929 |
Total P&L (%) | 121.0361 | 50.4397 | 70.5964 | 171.2177 | 105.0157 | 66.202 |
Avg Daily Profit (%) | 0.4648 | 0.1937 | 0.2711 | 0.3839 | 0.2761 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51919 | -17533 | -43115 | -125267 | -27517 | -108734 |
Profit Factor | 1.7928 | 2.009 | 1.6876 | 1.4788 | 2.1272 | 1.2504 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 67.033 | 63.0435 | 71.1111 | 67.033 | 63.0435 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.8817 | 1.1777 | 0.6856 | 0.7273 | 1.247 | 0.508 |
Largest Winning Trade | 15923 | 15923 | 11368 | 28238 | 19213 | 28238 |
Largest Losing Trade | -27960 | -11513 | -27960 | -86850 | -18290 | -86850 |
Avg Bars in Trades | 254 | 130 | 382 | 254 | 130 | 382 |
Avg Bars in Winners | 190 | 128 | 246 | 190 | 128 | 246 |
Avg Bars in Losers | 385 | 132 | 715 | 385 | 132 | 715 |
Bars Traded | 23180 | 5987 | 17193 | 23180 | 5987 | 17193 |
Profit Streak | 13.5875 | 23.5042 | 0 | 13.5875 | 23.5042 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447877 | 373413 | 361991 | 382928 | 453918 | 246545 |
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{ "first_band": { "type": "vwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 94, "offset": 236 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 94, "offset": 236 } } }
# | 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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