Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151854.4495 | 83724.1971 | 68130.2524 | 180256.3837 | 102198.9488 | 78057.4349 |
Total P&L (%) | 151.8545 | 83.7242 | 68.1303 | 180.2564 | 102.1989 | 78.0574 |
Avg Daily Profit (%) | 0.2916 | 0.1608 | 0.1308 | 0.1981 | 0.1353 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62163 | -44074 | -39033 | -60583 | -43506 | -39771 |
Profit Factor | 1.3472 | 1.3587 | 1.3342 | 1.3854 | 1.4097 | 1.3576 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Losing Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Profitability (%) | 52.6923 | 54.6154 | 50.7692 | 52.6923 | 54.6154 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.2096 | 1.129 | 1.2937 | 1.2438 | 1.1714 | 1.3165 |
Largest Winning Trade | 31671 | 24173 | 31671 | 31175 | 31175 | 27395 |
Largest Losing Trade | -20974 | -20974 | -19761 | -20082 | -19538 | -20082 |
Avg Bars in Trades | 93 | 120 | 65 | 93 | 120 | 65 |
Avg Bars in Winners | 92 | 111 | 71 | 92 | 111 | 71 |
Avg Bars in Losers | 94 | 132 | 59 | 94 | 132 | 59 |
Bars Traded | 24281 | 15718 | 8563 | 24281 | 15718 | 8563 |
Profit Streak | 3.0313 | 11.6146 | 0 | 3.0313 | 11.6146 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316726 | 329633 | -18902 | 296349 | -10255 | -45269 |
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{ "first_band": { "type": "vwma", "factors": { "length": 24, "offset": 69 } }, "second_band": { "type": "dcu", "factors": { "length": 21, "offset": 179 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 24, "offset": 69 } }, "second_band": { "type": "dcu", "factors": { "length": 21, "offset": 179 } } }
# | 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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