Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1412281.7981 | 1428975.791 | -16693.9929 | 276879.0339 | 3104172.5763 | -2827293.5424 |
Total P&L (%) | 1412.2818 | 1428.9758 | -16.694 | 276.879 | 3104.1726 | -2827.2935 |
Avg Daily Profit (%) | 0.7765 | 0.7857 | -0.0092 | 0.073 | 0.1908 | 0 |
Buy And Hold Return (%) | 653.4833 | 653.4833 | 653.4833 | 653.4833 | 653.4833 | 653.4833 |
Max Trade Drawdown | -182519 | -122930 | -116816 | -3050342 | -388633 | -2862559 |
Profit Factor | 3.2015 | 5.3687 | 0.9469 | 1.0557 | 3.5946 | 0.2502 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.4821 | 7.5162 | 1.3257 | 1.478 | 5.0325 | 0.3502 |
Largest Winning Trade | 961473 | 961473 | 61465 | 2269924 | 2269924 | 331964 |
Largest Losing Trade | -88037 | -34589 | -88037 | -2766112 | -213060 | -2766112 |
Avg Bars in Trades | 72 | 96 | 48 | 72 | 96 | 48 |
Avg Bars in Winners | 100 | 139 | 61 | 100 | 139 | 61 |
Avg Bars in Losers | 52 | 65 | 39 | 52 | 65 | 39 |
Bars Traded | 5218 | 3469 | 1749 | 5218 | 3469 | 1749 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73748 | 440001 | -582354 | -507505 | 357312 | -584020 |
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{ "first_band": { "type": "vwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 217, "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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