Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65675.3579 | 1336.1434 | 64339.2145 | 71196.4406 | -9488.5669 | 80685.0075 |
Total P&L (%) | 65.6754 | 1.3361 | 64.3392 | 71.1964 | -9.4886 | 80.685 |
Avg Daily Profit (%) | 0.2522 | 0.0051 | 0.2471 | 0.2067 | -0.0383 | 0.2274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24860 | -20987 | -20704 | -41815 | -35347 | -34277 |
Profit Factor | 1.6005 | 1.0243 | 2.1851 | 1.3966 | 0.8934 | 1.8914 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 66.6667 | 65.7143 | 67.6471 | 66.6667 | 65.7143 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.8003 | 0.5344 | 1.045 | 0.6983 | 0.4661 | 0.9046 |
Largest Winning Trade | 12620 | 8990 | 12620 | 20100 | 14330 | 20100 |
Largest Losing Trade | -17610 | -17610 | -15401 | -27518 | -26261 | -27518 |
Avg Bars in Trades | 352 | 134 | 578 | 352 | 134 | 578 |
Avg Bars in Winners | 273 | 113 | 433 | 273 | 113 | 433 |
Avg Bars in Losers | 511 | 172 | 880 | 511 | 172 | 880 |
Bars Traded | 24347 | 4693 | 19654 | 24347 | 4693 | 19654 |
Profit Streak | 0 | 0 | 10.951 | 0 | 0 | 10.951 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97204 | -546615 | 439540 | -98549 | -580146 | 366679 |
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 229, "offset": 198 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 229, "offset": 198 } } }
# | 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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