Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083060.1543 | 904351.369 | 178708.7853 | 35325565.21 | 46320919.848 | -10995354.638 |
Total P&L (%) | 1083.0602 | 904.3514 | 178.7088 | 35325.5652 | 46320.9198 | -10995.3546 |
Avg Daily Profit (%) | 0.4332 | 0.3617 | 0.0715 | 0.235 | 0.2459 | 0 |
Buy And Hold Return (%) | 813.2905 | 813.2905 | 813.2905 | 813.2905 | 813.2905 | 813.2905 |
Max Trade Drawdown | -103617 | -49506 | -93466 | -27320800 | -14155365 | -32419906 |
Profit Factor | 3.1879 | 4.8369 | 1.6891 | 1.3996 | 2.2293 | 0.7832 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 50.4425 | 48.2143 | 52.6316 | 50.4425 | 48.2143 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.132 | 5.1952 | 1.5202 | 1.375 | 2.3944 | 0.7049 |
Largest Winning Trade | 352250 | 352250 | 50361 | 39497105 | 39497105 | 7804752 |
Largest Losing Trade | -44625 | -21582 | -44625 | -16926266 | -9319847 | -16926266 |
Avg Bars in Trades | 64 | 75 | 53 | 64 | 75 | 53 |
Avg Bars in Winners | 80 | 96 | 66 | 80 | 96 | 66 |
Avg Bars in Losers | 47 | 56 | 37 | 47 | 56 | 37 |
Bars Traded | 7270 | 4245 | 3025 | 7270 | 4245 | 3025 |
Profit Streak | 99.4526 | 166.7859 | 99.4526 | 99.4526 | 166.7859 | 99.4526 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45142 | -293631 | -439239 | 372443 | -167110 | -759932 |
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{ "first_band": { "type": "vwma", "factors": { "length": 34, "offset": 43 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 34, "offset": 43 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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