Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108092.2802 | 1204493.8457 | -96401.5655 | 27112.3934 | 1554911.6137 | -1527799.2202 |
Total P&L (%) | 1108.0923 | 1204.4938 | -96.4016 | 27.1124 | 1554.9116 | -1527.7992 |
Avg Daily Profit (%) | 0.6086 | 0.6616 | -0.0529 | 0.0132 | 0.1543 | 0 |
Buy And Hold Return (%) | 604.9897 | 604.9897 | 604.9897 | 604.9897 | 604.9897 | 604.9897 |
Max Trade Drawdown | -245435 | -172384 | -181817 | -2076958 | -809449 | -1616691 |
Profit Factor | 2.0271 | 3.2755 | 0.8246 | 1.0046 | 1.5701 | 0.5226 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 41.0112 | 40.4494 | 41.573 | 41.0112 | 40.4494 | 41.573 |
Ratio Avg Win / Avg Loss | 2.9157 | 4.8223 | 1.1588 | 1.4449 | 2.3115 | 0.7344 |
Largest Winning Trade | 961631 | 961631 | 63816 | 1459301 | 1459301 | 230499 |
Largest Losing Trade | -36900 | -30647 | -36900 | -675330 | -271166 | -675330 |
Avg Bars in Trades | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Winners | 78 | 82 | 74 | 78 | 82 | 74 |
Avg Bars in Losers | 45 | 47 | 44 | 45 | 47 | 44 |
Bars Traded | 10567 | 5483 | 5084 | 10567 | 5483 | 5084 |
Profit Streak | 0 | 103.13 | 0 | 0 | 103.13 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 173079 | 311725 | -582704 | -559074 | 157059 | -584371 |
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{ "first_band": { "type": "vwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "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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