Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833794.1172 | 729238.7192 | 104555.398 | 6880516.1837 | 7745561.5808 | -865045.3971 |
Total P&L (%) | 833.7941 | 729.2387 | 104.5554 | 6880.5162 | 7745.5616 | -865.0454 |
Avg Daily Profit (%) | 0.3334 | 0.2916 | 0.0418 | 0.1699 | 0.1746 | 0 |
Buy And Hold Return (%) | 849.9796 | 849.9796 | 849.9796 | 849.9796 | 849.9796 | 849.9796 |
Max Trade Drawdown | -94308 | -55602 | -67684 | -2441828 | -1159016 | -1891874 |
Profit Factor | 2.843 | 4.5248 | 1.4258 | 1.819 | 3.1638 | 0.8206 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 56.8182 | 54.5455 | 59.0909 | 56.8182 | 54.5455 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.1606 | 3.7706 | 0.9871 | 1.3824 | 2.6365 | 0.5681 |
Largest Winning Trade | 298754 | 298754 | 55205 | 4021259 | 4021259 | 1001840 |
Largest Losing Trade | -67684 | -28070 | -67684 | -1123497 | -763792 | -1123497 |
Avg Bars in Trades | 78 | 97 | 60 | 78 | 97 | 60 |
Avg Bars in Winners | 99 | 123 | 78 | 99 | 123 | 78 |
Avg Bars in Losers | 51 | 66 | 33 | 51 | 66 | 33 |
Bars Traded | 6933 | 4289 | 2644 | 6933 | 4289 | 2644 |
Profit Streak | 70.4246 | 81.0912 | 0 | 70.4246 | 81.0912 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149495 | -148305 | -302413 | 424707 | 542609 | -579541 |
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "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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