Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391862.205 | 387526.2157 | 4335.9893 | 25413.0074 | 1194186.3925 | -1168773.3851 |
Total P&L (%) | 391.8622 | 387.5262 | 4.336 | 25.413 | 1194.1864 | -1168.7734 |
Avg Daily Profit (%) | 0.2105 | 0.2082 | 0.0023 | 0.0122 | 0.1376 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139285 | -109049 | -151517 | -1760552 | -538770 | -1589134 |
Profit Factor | 1.2216 | 1.4721 | 1.0046 | 1.0032 | 1.3628 | 0.7474 |
Total Trades | 556 | 278 | 278 | 556 | 278 | 278 |
Winning Trades | 245 | 118 | 127 | 245 | 118 | 127 |
Losing Trades | 311 | 160 | 151 | 311 | 160 | 151 |
Profitability (%) | 44.0647 | 42.446 | 45.6835 | 44.0647 | 42.446 | 45.6835 |
Ratio Avg Win / Avg Loss | 1.5507 | 1.9961 | 1.1944 | 1.2735 | 1.8478 | 0.8887 |
Largest Winning Trade | 117246 | 117246 | 46884 | 828273 | 828273 | 253301 |
Largest Losing Trade | -35532 | -23244 | -35532 | -418030 | -209023 | -418030 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 45 | 45 | 46 | 45 | 45 | 46 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 22147 | 10790 | 11357 | 22147 | 10790 | 11357 |
Profit Streak | 3.8322 | 0 | 26.0822 | 3.8322 | 0 | 26.0822 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311336 | 284357 | -570286 | -396881 | -9326 | -580093 |
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "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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