Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294503.6595 | 131643.3262 | 162860.3333 | 700100.3972 | 224904.887 | 475195.5103 |
Total P&L (%) | 294.5037 | 131.6433 | 162.8603 | 700.1004 | 224.9049 | 475.1955 |
Avg Daily Profit (%) | 0.265 | 0.1185 | 0.1465 | 0.1873 | 0.1061 | 0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38263 | -23378 | -23729 | -373149 | -180560 | -232716 |
Profit Factor | 3.0451 | 2.7414 | 3.3808 | 1.7639 | 1.5223 | 1.9781 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 50.8475 | 40 | 62.069 | 50.8475 | 40 | 62.069 |
Ratio Avg Win / Avg Loss | 2.9436 | 4.1121 | 2.066 | 1.7051 | 2.2834 | 1.2089 |
Largest Winning Trade | 124177 | 124177 | 45914 | 353340 | 203553 | 353340 |
Largest Losing Trade | -19375 | -15271 | -19375 | -137767 | -88506 | -137767 |
Avg Bars in Trades | 108 | 91 | 125 | 108 | 91 | 125 |
Avg Bars in Winners | 146 | 105 | 173 | 146 | 105 | 173 |
Avg Bars in Losers | 69 | 82 | 46 | 69 | 82 | 46 |
Bars Traded | 6387 | 2757 | 3630 | 6387 | 2757 | 3630 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165396 | -33570 | 380209 | -168116 | -52738 | 410926 |
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{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 180 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 180 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "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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