Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1810758.9788 | 1728966.4425 | 81792.5362 | 6362203.2713 | 4272550.8953 | 2089652.376 |
Total P&L (%) | 1810.759 | 1728.9664 | 81.7925 | 6362.2033 | 4272.5509 | 2089.6524 |
Avg Daily Profit (%) | 0.7677 | 0.733 | 0.0347 | 0.1769 | 0.1603 | 0.1309 |
Buy And Hold Return (%) | 608.1142 | 608.1142 | 608.1142 | 608.1142 | 608.1142 | 608.1142 |
Max Trade Drawdown | -83826 | -96446 | -98552 | -3645423 | -3130891 | -2439875 |
Profit Factor | 3.6568 | 6.0529 | 1.241 | 1.3447 | 1.4478 | 1.2344 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 36.5854 | 32.2581 | 40.9836 | 36.5854 | 32.2581 | 40.9836 |
Ratio Avg Win / Avg Loss | 6.3385 | 12.7111 | 1.7871 | 2.3308 | 3.0404 | 1.7775 |
Largest Winning Trade | 1308989 | 1308989 | 65325 | 3834662 | 3834662 | 3705034 |
Largest Losing Trade | -26260 | -20040 | -26260 | -1380880 | -1191564 | -1380880 |
Avg Bars in Trades | 113 | 94 | 132 | 113 | 94 | 132 |
Avg Bars in Winners | 231 | 212 | 246 | 231 | 212 | 246 |
Avg Bars in Losers | 44 | 37 | 53 | 44 | 37 | 53 |
Bars Traded | 13920 | 5832 | 8088 | 13920 | 5832 | 8088 |
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 | 420406 | -143486 | -476980 | 159038 | -151561 | -185214 |
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 16, "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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