Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417355.0634 | 363034.3156 | 54320.7477 | 498098.994 | 463174.1703 | 34924.8236 |
Total P&L (%) | 417.3551 | 363.0343 | 54.3207 | 498.099 | 463.1742 | 34.9248 |
Avg Daily Profit (%) | 0.2111 | 0.1837 | 0.0275 | 0.0905 | 0.0875 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82664 | -89021 | -166985 | -503780 | -514436 | -501033 |
Profit Factor | 1.8818 | 3.0305 | 1.1845 | 1.2826 | 1.6097 | 1.0348 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 46.6667 | 50 | 43.2432 | 46.6667 | 50 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.1507 | 3.0305 | 1.5546 | 1.4659 | 1.6097 | 1.3582 |
Largest Winning Trade | 105238 | 105238 | 65323 | 265383 | 205695 | 265383 |
Largest Losing Trade | -46883 | -20389 | -46883 | -252608 | -136947 | -252608 |
Avg Bars in Trades | 98 | 84 | 112 | 98 | 84 | 112 |
Avg Bars in Winners | 160 | 124 | 204 | 160 | 124 | 204 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 7373 | 3195 | 4179 | 7373 | 3195 | 4179 |
Profit Streak | 707.3336 | 726.8336 | 707.3336 | 707.3336 | 726.8336 | 707.3336 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49954 | 512640 | -175761 | -133375 | -72154 | -359523 |
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{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 40, "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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