Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1203183.6545 | -5504.7269 | -1197678.9276 | -557644.7461 | -4520934.2581 | 3963289.5119 |
Total P&L (%) | -1203.1837 | -5.5047 | -1197.6789 | -557.6447 | -4520.9343 | 3963.2895 |
Avg Daily Profit (%) | -0.6591 | -0.003 | -0.6561 | 0 | 0 | 0.2031 |
Buy And Hold Return (%) | 686.5008 | 686.5008 | 686.5008 | 686.5008 | 686.5008 | 686.5008 |
Max Trade Drawdown | -1274980 | -166479 | -1234139 | -11088772 | -8685840 | -2478456 |
Profit Factor | 0.3478 | 0.9826 | 0.2161 | 0.9689 | 0.5961 | 1.5861 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 50 | 26 | 24 | 37 | 17 | 20 |
Losing Trades | 39 | 19 | 20 | 52 | 28 | 24 |
Profitability (%) | 56.1798 | 57.7778 | 54.5455 | 41.573 | 37.7778 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.2713 | 0.7181 | 0.1801 | 1.3618 | 0.9817 | 1.9033 |
Largest Winning Trade | 46998 | 41060 | 46998 | 5586300 | 1534179 | 5586300 |
Largest Losing Trade | -712860 | -75515 | -712860 | -7607756 | -7607756 | -1798526 |
Avg Bars in Trades | 118 | 132 | 104 | 118 | 132 | 104 |
Avg Bars in Winners | 66 | 63 | 69 | 134 | 145 | 125 |
Avg Bars in Losers | 186 | 228 | 146 | 107 | 125 | 87 |
Bars Traded | 10575 | 5980 | 4595 | 10575 | 5980 | 4595 |
Profit Streak | 47.1116 | 72.1116 | 47.1116 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578321 | -578736 | -579571 | -582150 | -585465 | 305308 |
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{ "first_band": { "type": "vwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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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