Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34641.2169 | 1063.7739 | 33577.443 | 35669.6803 | -7095.1578 | 42764.8381 |
Total P&L (%) | 34.6412 | 1.0638 | 33.5774 | 35.6697 | -7.0952 | 42.7648 |
Avg Daily Profit (%) | 0.6652 | 0.0204 | 0.6447 | 0.5875 | -0.1412 | 0.686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19926 | -22061 | -7901 | -30941 | -34096 | -11025 |
Profit Factor | 1.4443 | 1.0191 | 2.5108 | 1.3176 | 0.9126 | 2.3734 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 61.0169 | 59.322 | 62.7119 | 61.0169 | 59.322 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.9227 | 0.6988 | 1.4929 | 0.8418 | 0.6258 | 1.4112 |
Largest Winning Trade | 9953 | 9953 | 5021 | 11121 | 11121 | 6657 |
Largest Losing Trade | -12039 | -12039 | -6908 | -19278 | -19278 | -9725 |
Avg Bars in Trades | 202 | 200 | 203 | 202 | 200 | 203 |
Avg Bars in Winners | 164 | 166 | 162 | 164 | 166 | 162 |
Avg Bars in Losers | 261 | 251 | 272 | 261 | 251 | 272 |
Bars Traded | 23856 | 11857 | 11999 | 23856 | 11857 | 11999 |
Profit Streak | 6.3976 | 0 | 6.5372 | 6.3976 | 0 | 6.5372 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308627 | -710083 | -164095 | 260149 | -758306 | -163191 |
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{ "first_band": { "type": "vwma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 183, "offset": 163 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 183, "offset": 163 } } }
# | 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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