Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440261.0774 | 287887.4911 | 152373.5864 | 519980.7225 | 516221.2606 | 3759.4619 |
Total P&L (%) | 440.2611 | 287.8875 | 152.3736 | 519.9807 | 516.2213 | 3.7595 |
Avg Daily Profit (%) | 0.2297 | 0.1502 | 0.0795 | 0.0952 | 0.0949 | 0.0019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100100 | -73685 | -118734 | -1100427 | -751292 | -432889 |
Profit Factor | 1.4536 | 1.5856 | 1.3181 | 1.1109 | 1.2322 | 1.0015 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Losing Trades | 149 | 79 | 70 | 149 | 79 | 70 |
Profitability (%) | 45.0185 | 41.9118 | 48.1481 | 45.0185 | 41.9118 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.7753 | 2.1976 | 1.4195 | 1.3567 | 1.7078 | 1.0786 |
Largest Winning Trade | 115745 | 115745 | 47002 | 791216 | 791216 | 288845 |
Largest Losing Trade | -28259 | -28259 | -27897 | -304773 | -174959 | -304773 |
Avg Bars in Trades | 83 | 72 | 95 | 83 | 72 | 95 |
Avg Bars in Winners | 125 | 106 | 142 | 125 | 106 | 142 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 22763 | 9877 | 12886 | 22763 | 9877 | 12886 |
Profit Streak | 43.3475 | 43.3475 | 50.8475 | 43.3475 | 43.3475 | 50.8475 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377141 | 264577 | -86974 | -163538 | -67845 | -575221 |
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{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "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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