Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046894.6933 | 841585.6614 | 205309.0318 | 67736870.5722 | 61372150.347 | 6364720.2252 |
Total P&L (%) | 1046.8947 | 841.5857 | 205.309 | 67736.8706 | 61372.1503 | 6364.7202 |
Avg Daily Profit (%) | 0.4187 | 0.3366 | 0.0821 | 0.2611 | 0.2571 | 0.1669 |
Buy And Hold Return (%) | 865.6566 | 865.6566 | 865.6566 | 865.6566 | 865.6566 | 865.6566 |
Max Trade Drawdown | -86905 | -80872 | -75762 | -5309674 | -3649852 | -3274331 |
Profit Factor | 4.1368 | 6.2349 | 2.1869 | 5.0636 | 9.6371 | 1.6655 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 64.4444 | 66.6667 | 62.2222 | 64.4444 | 66.6667 | 62.2222 |
Ratio Avg Win / Avg Loss | 2.2824 | 3.1175 | 1.3278 | 2.7937 | 4.8186 | 1.0112 |
Largest Winning Trade | 335945 | 335945 | 48830 | 24396815 | 24396815 | 6855191 |
Largest Losing Trade | -60990 | -45211 | -60990 | -2963279 | -1856570 | -2963279 |
Avg Bars in Trades | 51 | 59 | 43 | 51 | 59 | 43 |
Avg Bars in Winners | 62 | 58 | 66 | 62 | 58 | 66 |
Avg Bars in Losers | 31 | 61 | 4 | 31 | 61 | 4 |
Bars Traded | 4624 | 2675 | 1949 | 4624 | 2675 | 1949 |
Profit Streak | 59.998 | 436.498 | 0 | 59.998 | 436.498 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80622 | -144424 | -244407 | 696670 | 744269 | 412147 |
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{ "first_band": { "type": "vwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 144, "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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