Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871394.7651 | 793932.8293 | 77461.9358 | 3589746.4753 | 4367404.3027 | -777657.8274 |
Total P&L (%) | 871.3948 | 793.9328 | 77.4619 | 3589.7465 | 4367.4043 | -777.6578 |
Avg Daily Profit (%) | 0.3485 | 0.3175 | 0.031 | 0.1444 | 0.1521 | 0 |
Buy And Hold Return (%) | 944.0116 | 944.0116 | 944.0116 | 944.0116 | 944.0116 | 944.0116 |
Max Trade Drawdown | -130239 | -95264 | -97267 | -3976664 | -3243277 | -2837460 |
Profit Factor | 3.0649 | 4.4719 | 1.4007 | 1.4077 | 1.9902 | 0.823 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 51.3158 | 52.6316 | 50 | 51.3158 | 52.6316 | 50 |
Ratio Avg Win / Avg Loss | 2.9078 | 4.0247 | 1.4007 | 1.3355 | 1.7911 | 0.823 |
Largest Winning Trade | 339856 | 339856 | 43121 | 3408545 | 3408545 | 769183 |
Largest Losing Trade | -42766 | -42766 | -41996 | -1463781 | -1120687 | -1463781 |
Avg Bars in Trades | 59 | 75 | 42 | 59 | 75 | 42 |
Avg Bars in Winners | 80 | 93 | 66 | 80 | 93 | 66 |
Avg Bars in Losers | 37 | 56 | 19 | 37 | 56 | 19 |
Bars Traded | 4493 | 2874 | 1619 | 4493 | 2874 | 1619 |
Profit Streak | 67.9634 | 121.9634 | 0 | 67.9634 | 121.9634 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -203664 | -148015 | -316566 | -54559 | 398034 | -580764 |
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{ "first_band": { "type": "vwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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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