Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464806.2445 | 419248.3582 | 45557.8863 | -6397.6485 | 239892.5186 | -246290.1671 |
Total P&L (%) | 464.8062 | 419.2484 | 45.5579 | -6.3976 | 239.8925 | -246.2902 |
Avg Daily Profit (%) | 0.1858 | 0.1676 | 0.0182 | -0.0026 | 0.0489 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137634 | -138284 | -149910 | -317364 | -127327 | -381392 |
Profit Factor | 1.5975 | 1.9156 | 1.1424 | 0.9929 | 1.6306 | 0.531 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 51.8182 | 47.2727 | 56.3636 | 51.8182 | 47.2727 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.4854 | 2.1366 | 0.8844 | 0.9233 | 1.8188 | 0.4111 |
Largest Winning Trade | 204125 | 204125 | 45355 | 221137 | 221137 | 58261 |
Largest Losing Trade | -76288 | -36200 | -76288 | -263773 | -52483 | -263773 |
Avg Bars in Trades | 65 | 87 | 42 | 65 | 87 | 42 |
Avg Bars in Winners | 73 | 100 | 51 | 73 | 100 | 51 |
Avg Bars in Losers | 55 | 76 | 31 | 55 | 76 | 31 |
Bars Traded | 7175 | 4831 | 2344 | 7175 | 4831 | 2344 |
Profit Streak | 126.2784 | 126.2784 | 252.945 | 126.2784 | 126.2784 | 252.945 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406122 | -169567 | -413718 | -578898 | -305036 | -758656 |
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{ "first_band": { "type": "vwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "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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