Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819671.565 | 887767.1513 | -68095.5863 | -59674.1215 | 293073.176 | -352747.2975 |
Total P&L (%) | 819.6716 | 887.7672 | -68.0956 | -59.6741 | 293.0732 | -352.7473 |
Avg Daily Profit (%) | 0.3936 | 0.4263 | -0.0327 | -0.0436 | 0.0657 | 0 |
Buy And Hold Return (%) | 57.0671 | 57.0671 | 57.0671 | 57.0671 | 57.0671 | 57.0671 |
Max Trade Drawdown | -340691 | -176103 | -361370 | -805433 | -427839 | -444543 |
Profit Factor | 1.4715 | 2.0624 | 0.9246 | 0.968 | 1.3133 | 0.62 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 151 | 66 | 85 | 151 | 66 | 85 |
Losing Trades | 237 | 128 | 109 | 237 | 128 | 109 |
Profitability (%) | 38.9175 | 34.0206 | 43.8144 | 38.9175 | 34.0206 | 43.8144 |
Ratio Avg Win / Avg Loss | 2.3096 | 3.9997 | 1.1856 | 1.5193 | 2.5469 | 0.7951 |
Largest Winning Trade | 648050 | 648050 | 36612 | 666693 | 666693 | 101672 |
Largest Losing Trade | -52967 | -31094 | -52967 | -145582 | -125823 | -145582 |
Avg Bars in Trades | 63 | 60 | 67 | 63 | 60 | 67 |
Avg Bars in Winners | 102 | 102 | 103 | 102 | 102 | 103 |
Avg Bars in Losers | 38 | 38 | 39 | 38 | 38 | 39 |
Bars Traded | 24729 | 11667 | 13062 | 24729 | 11667 | 13062 |
Profit Streak | 0 | 0 | 31.9838 | 0 | 0 | 31.9838 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347527 | 292974 | -580516 | -580281 | -110865 | -582182 |
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 44, "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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