Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847474.7444 | 731307.5173 | 116167.2271 | 9210198.8332 | 7800402.9813 | 1409795.8519 |
Total P&L (%) | 847.4747 | 731.3075 | 116.1672 | 9210.1988 | 7800.403 | 1409.7959 |
Avg Daily Profit (%) | 0.3389 | 0.2925 | 0.0465 | 0.1815 | 0.1749 | 0.1086 |
Buy And Hold Return (%) | 789.7783 | 789.7783 | 789.7783 | 789.7783 | 789.7783 | 789.7783 |
Max Trade Drawdown | -93605 | -84338 | -44625 | -1463245 | -1309098 | -1064276 |
Profit Factor | 3.0748 | 4.6439 | 1.5591 | 2.9091 | 4.1495 | 1.6005 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 60.241 | 63.4146 | 57.1429 | 60.241 | 63.4146 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.0294 | 2.6792 | 1.1694 | 1.92 | 2.394 | 1.2004 |
Largest Winning Trade | 327851 | 327851 | 39686 | 4334260 | 4334260 | 715403 |
Largest Losing Trade | -44625 | -41521 | -44625 | -913661 | -496498 | -913661 |
Avg Bars in Trades | 85 | 102 | 69 | 85 | 102 | 69 |
Avg Bars in Winners | 97 | 110 | 83 | 97 | 110 | 83 |
Avg Bars in Losers | 66 | 86 | 50 | 66 | 86 | 50 |
Bars Traded | 7096 | 4182 | 2914 | 7096 | 4182 | 2914 |
Profit Streak | 195.5329 | 437.8663 | 195.5329 | 195.5329 | 437.8663 | 195.5329 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126236 | -146284 | -293023 | 545328 | 652537 | -52012 |
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{ "first_band": { "type": "vwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "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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