Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359551.2153 | 291272.3776 | 68278.8377 | -54410.9019 | -47998.6513 | -6412.2506 |
Total P&L (%) | 359.5512 | 291.2724 | 68.2788 | -54.4109 | -47.9987 | -6.4123 |
Avg Daily Profit (%) | 0.19 | 0.1539 | 0.0361 | -0.0415 | -0.0346 | -0.0035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216714 | -125338 | -149859 | -109272 | -64952 | -49605 |
Profit Factor | 1.3881 | 1.6197 | 1.1496 | 0.8092 | 0.7079 | 0.9469 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 48.0447 | 47.191 | 48.8889 | 48.0447 | 47.191 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.5011 | 1.8125 | 1.2018 | 0.8751 | 0.7922 | 0.99 |
Largest Winning Trade | 300464 | 300464 | 64778 | 17393 | 17393 | 15045 |
Largest Losing Trade | -69450 | -48700 | -69450 | -33330 | -33330 | -17701 |
Avg Bars in Trades | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Winners | 77 | 80 | 75 | 77 | 80 | 75 |
Avg Bars in Losers | 44 | 46 | 41 | 44 | 46 | 41 |
Bars Traded | 10818 | 5569 | 5249 | 10818 | 5569 | 5249 |
Profit Streak | 105.3137 | 105.3137 | 166.8137 | 105.3137 | 105.3137 | 166.8137 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397099 | 370010 | -200129 | -579016 | -580793 | -580112 |
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{ "first_band": { "type": "vwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 188, "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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