Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1865485.7774 | 1874666.6425 | -9180.8652 | 752754.9828 | 1370223.4077 | -617468.4249 |
Total P&L (%) | 1865.4858 | 1874.6666 | -9.1809 | 752.755 | 1370.2234 | -617.4684 |
Avg Daily Profit (%) | 1.0233 | 1.0283 | -0.005 | 0.1176 | 0.1476 | 0 |
Buy And Hold Return (%) | 750.497 | 750.497 | 750.497 | 750.497 | 750.497 | 750.497 |
Max Trade Drawdown | -176502 | -127988 | -128437 | -1081859 | -838486 | -779499 |
Profit Factor | 3.3618 | 5.6014 | 0.976 | 1.131 | 1.4585 | 0.776 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 39.3939 | 34.6939 | 44 | 39.3939 | 34.6939 | 44 |
Ratio Avg Win / Avg Loss | 5.172 | 10.5439 | 1.2422 | 1.74 | 2.7454 | 0.9877 |
Largest Winning Trade | 1427201 | 1427201 | 76133 | 1143558 | 1143558 | 492444 |
Largest Losing Trade | -47629 | -47629 | -33893 | -587192 | -587192 | -290304 |
Avg Bars in Trades | 72 | 65 | 79 | 72 | 65 | 79 |
Avg Bars in Winners | 119 | 108 | 127 | 119 | 108 | 127 |
Avg Bars in Losers | 41 | 41 | 40 | 41 | 41 | 40 |
Bars Traded | 7147 | 3193 | 3954 | 7147 | 3193 | 3954 |
Profit Streak | 0 | 30.4759 | 0 | 0 | 30.4759 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441934 | 457727 | -761500 | -279543 | -6848 | -763166 |
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{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 18, "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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