Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294027.3566 | 223278.0837 | 70749.2729 | 524044.4207 | 389894.7062 | 134149.7145 |
Total P&L (%) | 294.0274 | 223.2781 | 70.7493 | 524.0444 | 389.8947 | 134.1497 |
Avg Daily Profit (%) | 0.196 | 0.1489 | 0.0472 | 0.1221 | 0.106 | 0.0567 |
Buy And Hold Return (%) | 67.7739 | 67.7739 | 67.7739 | 67.7739 | 67.7739 | 67.7739 |
Max Trade Drawdown | -108877 | -57336 | -63175 | -704179 | -340943 | -393314 |
Profit Factor | 1.6787 | 1.9813 | 1.3439 | 1.2254 | 1.3055 | 1.1279 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 52.3077 | 55.3846 | 49.2308 | 52.3077 | 55.3846 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.5306 | 1.596 | 1.3859 | 1.1172 | 1.0516 | 1.1631 |
Largest Winning Trade | 59995 | 59995 | 42368 | 264908 | 234351 | 264908 |
Largest Losing Trade | -30199 | -30199 | -22789 | -269995 | -269995 | -177911 |
Avg Bars in Trades | 133 | 151 | 115 | 133 | 151 | 115 |
Avg Bars in Winners | 169 | 193 | 142 | 169 | 193 | 142 |
Avg Bars in Losers | 93 | 99 | 88 | 93 | 99 | 88 |
Bars Traded | 17350 | 9863 | 7487 | 17350 | 9863 | 7487 |
Profit Streak | 0 | 0 | 655.1133 | 0 | 0 | 655.1133 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341619 | -124404 | -412707 | -29258 | -183181 | -335071 |
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{ "first_band": { "type": "dcm", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 80, "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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