Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73271.0808 | 47350.837 | 25920.2438 | 72347.2939 | 42119.1047 | 30228.1893 |
Total P&L (%) | 73.2711 | 47.3508 | 25.9202 | 72.3473 | 42.1191 | 30.2282 |
Avg Daily Profit (%) | 0.2814 | 0.1818 | 0.0995 | 0.2092 | 0.1351 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70820 | -30335 | -48564 | -52544 | -24128 | -35584 |
Profit Factor | 1.3214 | 1.4374 | 1.2166 | 1.3971 | 1.4887 | 1.3149 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 65.8228 | 69.6203 | 62.0253 | 65.8228 | 69.6203 | 62.0253 |
Ratio Avg Win / Avg Loss | 0.6861 | 0.6272 | 0.7448 | 0.7254 | 0.6496 | 0.805 |
Largest Winning Trade | 12811 | 12811 | 7871 | 11000 | 11000 | 10685 |
Largest Losing Trade | -23268 | -19150 | -23268 | -21939 | -12333 | -21939 |
Avg Bars in Trades | 156 | 145 | 167 | 156 | 145 | 167 |
Avg Bars in Winners | 113 | 111 | 114 | 113 | 111 | 114 |
Avg Bars in Losers | 240 | 222 | 253 | 240 | 222 | 253 |
Bars Traded | 24730 | 11488 | 13242 | 24730 | 11488 | 13242 |
Profit Streak | 0 | 0 | 15.3443 | 0 | 0 | 15.3443 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300529 | -20378 | -90693 | 294994 | -40716 | -87124 |
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{ "first_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 125, "offset": 95 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 125, "offset": 95 } } }
# | 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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