Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235378.8368 | -19599.003 | 254977.8398 | 229092.655 | -149012.7063 | 378105.3613 |
Total P&L (%) | 235.3788 | -19.599 | 254.9778 | 229.0927 | -149.0127 | 378.1054 |
Avg Daily Profit (%) | 0.1534 | -0.0128 | 0.1662 | 0.0777 | 0 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82294 | -73810 | -36414 | -337118 | -327067 | -122906 |
Profit Factor | 1.7158 | 0.9037 | 3.0336 | 1.2157 | 0.7681 | 1.9015 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 43.1034 | 34.4828 | 51.7241 | 43.1034 | 34.4828 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.2649 | 1.717 | 2.8314 | 1.6047 | 1.4595 | 1.7748 |
Largest Winning Trade | 69037 | 66896 | 69037 | 166239 | 166239 | 146089 |
Largest Losing Trade | -24218 | -24218 | -22510 | -104880 | -104880 | -88479 |
Avg Bars in Trades | 154 | 94 | 215 | 154 | 94 | 215 |
Avg Bars in Winners | 269 | 159 | 343 | 269 | 159 | 343 |
Avg Bars in Losers | 67 | 59 | 77 | 67 | 59 | 77 |
Bars Traded | 8970 | 2729 | 6241 | 8970 | 2729 | 6241 |
Profit Streak | 22.2405 | 0 | 43.9072 | 22.2405 | 0 | 43.9072 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171158 | -584089 | 498567 | -270206 | -585200 | -52435 |
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{ "first_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 31, "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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