Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571414.3836 | 336186.3429 | 235228.0407 | 9068538.5702 | 6917459.8501 | 2151078.7202 |
Total P&L (%) | 571.4144 | 336.1863 | 235.228 | 9068.5386 | 6917.4599 | 2151.0787 |
Avg Daily Profit (%) | 0.5486 | 0.3227 | 0.2258 | 0.4347 | 0.4089 | 0.2994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65946 | -45953 | -53495 | -5171263 | -1586556 | -4072118 |
Profit Factor | 2.1125 | 2.2395 | 1.9704 | 1.7961 | 2.3912 | 1.3351 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 124 | 56 | 68 | 124 | 56 | 68 |
Losing Trades | 131 | 72 | 59 | 131 | 72 | 59 |
Profitability (%) | 48.6275 | 43.75 | 53.5433 | 48.6275 | 43.75 | 53.5433 |
Ratio Avg Win / Avg Loss | 2.2318 | 2.8793 | 1.7096 | 1.8975 | 3.0744 | 1.1584 |
Largest Winning Trade | 52779 | 52779 | 38525 | 2248776 | 2248776 | 1950380 |
Largest Losing Trade | -13841 | -13841 | -11841 | -904377 | -820723 | -904377 |
Avg Bars in Trades | 97 | 90 | 104 | 97 | 90 | 104 |
Avg Bars in Winners | 138 | 129 | 146 | 138 | 129 | 146 |
Avg Bars in Losers | 58 | 60 | 55 | 58 | 60 | 55 |
Bars Traded | 24838 | 11613 | 13225 | 24838 | 11613 | 13225 |
Profit Streak | 9.2396 | 19.4063 | 9.2396 | 9.2396 | 19.4063 | 9.2396 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625761 | 423312 | 449785 | 568745 | 475374 | 363407 |
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 39, "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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