Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1368291.7383 | -64308.5968 | -1303983.1415 | -356105.7432 | -5582051.6963 | 5225945.9531 |
Total P&L (%) | -1368.2917 | -64.3086 | -1303.9831 | -356.1057 | -5582.0517 | 5225.946 |
Avg Daily Profit (%) | -0.7493 | -0.0352 | -0.7141 | 0 | 0 | 0.2179 |
Buy And Hold Return (%) | 788.1712 | 788.1712 | 788.1712 | 788.1712 | 788.1712 | 788.1712 |
Max Trade Drawdown | -1430262 | -238446 | -1330140 | -18239222 | -15371014 | -2868208 |
Profit Factor | 0.2773 | 0.806 | 0.165 | 0.9855 | 0.6767 | 1.7092 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 63 | 32 | 31 | 48 | 23 | 25 |
Losing Trades | 33 | 16 | 17 | 48 | 25 | 23 |
Profitability (%) | 65.625 | 66.6667 | 64.5833 | 50 | 47.9167 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.1452 | 0.403 | 0.0905 | 0.9855 | 0.7355 | 1.5724 |
Largest Winning Trade | 33393 | 33393 | 29553 | 4597431 | 2393566 | 4597431 |
Largest Losing Trade | -799405 | -74923 | -799405 | -12965840 | -12965840 | -2029862 |
Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Winners | 11 | 10 | 11 | 35 | 42 | 29 |
Avg Bars in Losers | 84 | 103 | 66 | 37 | 40 | 32 |
Bars Traded | 3494 | 2002 | 1492 | 3494 | 2002 | 1492 |
Profit Streak | 33.5669 | 73.5669 | 33.5669 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576684 | -577055 | -577804 | -580522 | -581499 | 415525 |
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{ "first_band": { "type": "vwma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "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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