Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959179.6489 | 816302.7751 | 142876.8738 | 16513450.0804 | 16186448.9802 | 327001.1003 |
Total P&L (%) | 959.1796 | 816.3028 | 142.8769 | 16513.4501 | 16186.449 | 327.0011 |
Avg Daily Profit (%) | 0.3836 | 0.3264 | 0.0571 | 0.2047 | 0.2039 | 0.0581 |
Buy And Hold Return (%) | 867.8295 | 867.8295 | 867.8295 | 867.8295 | 867.8295 | 867.8295 |
Max Trade Drawdown | -83182 | -67023 | -70622 | -3074409 | -2514299 | -2609416 |
Profit Factor | 3.9169 | 7.3385 | 1.7142 | 2.7446 | 5.9177 | 1.053 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 61.4286 | 54.2857 | 68.5714 | 61.4286 | 54.2857 | 68.5714 |
Ratio Avg Win / Avg Loss | 2.4594 | 6.1798 | 0.7857 | 1.7234 | 4.9834 | 0.4826 |
Largest Winning Trade | 345444 | 345444 | 55478 | 7441751 | 7441751 | 959967 |
Largest Losing Trade | -68010 | -19709 | -68010 | -2413544 | -679311 | -2413544 |
Avg Bars in Trades | 99 | 121 | 76 | 99 | 121 | 76 |
Avg Bars in Winners | 115 | 141 | 94 | 115 | 141 | 94 |
Avg Bars in Losers | 73 | 97 | 38 | 73 | 97 | 38 |
Bars Traded | 6931 | 4253 | 2678 | 6931 | 4253 | 2678 |
Profit Streak | 418.3602 | 444.6936 | 418.3602 | 418.3602 | 444.6936 | 418.3602 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212026 | -146210 | -278196 | -82290 | 664528 | -441359 |
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{ "first_band": { "type": "vwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 244, "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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