Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1356659.0237 | 1352150.8023 | 4508.2215 | 727938.9392 | 1861045.2208 | -1133106.2816 |
Total P&L (%) | 1356.659 | 1352.1508 | 4.5082 | 727.9389 | 1861.0452 | -1133.1063 |
Avg Daily Profit (%) | 0.7485 | 0.746 | 0.0025 | 0.1167 | 0.1643 | 0 |
Buy And Hold Return (%) | 700.719 | 700.719 | 700.719 | 700.719 | 700.719 | 700.719 |
Max Trade Drawdown | -140145 | -96593 | -132590 | -1722080 | -1011594 | -1468326 |
Profit Factor | 3.1473 | 4.762 | 1.0166 | 1.1337 | 1.6712 | 0.5758 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 44.5783 | 42.8571 | 46.3415 | 44.5783 | 42.8571 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.9129 | 6.3493 | 1.1771 | 1.4095 | 2.2283 | 0.6668 |
Largest Winning Trade | 1013443 | 1013443 | 51150 | 1209483 | 1209483 | 281333 |
Largest Losing Trade | -52620 | -39189 | -52620 | -793838 | -549880 | -793838 |
Avg Bars in Trades | 40 | 54 | 25 | 40 | 54 | 25 |
Avg Bars in Winners | 53 | 76 | 31 | 53 | 76 | 31 |
Avg Bars in Losers | 29 | 38 | 20 | 29 | 38 | 20 |
Bars Traded | 3337 | 2298 | 1039 | 3337 | 2298 | 1039 |
Profit Streak | 96.4524 | 96.4524 | 131.4524 | 96.4524 | 96.4524 | 131.4524 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323924 | 388520 | -557347 | -266366 | 191041 | -580536 |
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{ "first_band": { "type": "vwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 155, "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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