Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797635.5556 | 708165.4195 | 89470.1361 | 7415191.7105 | 6455092.201 | 960099.5096 |
Total P&L (%) | 797.6356 | 708.1654 | 89.4701 | 7415.1917 | 6455.0922 | 960.0995 |
Avg Daily Profit (%) | 0.383 | 0.34 | 0.043 | 0.2076 | 0.201 | 0.1134 |
Buy And Hold Return (%) | 1154.6842 | 1154.6842 | 1154.6842 | 1154.6842 | 1154.6842 | 1154.6842 |
Max Trade Drawdown | -54081 | -62252 | -29890 | -970256 | -963572 | -465265 |
Profit Factor | 4.4077 | 5.8297 | 2.0232 | 3.3157 | 3.8068 | 2.0639 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 60 | 63.3333 | 56.6667 | 60 | 63.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.9385 | 3.3751 | 1.5471 | 2.2104 | 2.204 | 1.5783 |
Largest Winning Trade | 401354 | 401354 | 43188 | 4566512 | 4566512 | 386446 |
Largest Losing Trade | -30648 | -30648 | -20511 | -963572 | -963572 | -305526 |
Avg Bars in Trades | 401 | 654 | 148 | 401 | 654 | 148 |
Avg Bars in Winners | 509 | 806 | 177 | 509 | 806 | 177 |
Avg Bars in Losers | 240 | 392 | 111 | 240 | 392 | 111 |
Bars Traded | 24104 | 19644 | 4460 | 24104 | 19644 | 4460 |
Profit Streak | 138.8358 | 148.5858 | 138.8358 | 138.8358 | 148.5858 | 138.8358 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -319667 | -145496 | -296073 | -156795 | 600134 | -201622 |
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{ "first_band": { "type": "dcl", "factors": { "length": 150, "offset": 244 } }, "second_band": { "type": "vwma", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 150, "offset": 244 } }, "second_band": { "type": "vwma", "factors": { "length": 177, "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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