Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353484.3464 | 411863.4807 | -58379.1343 | -98854.7011 | 601933.1456 | -700787.8467 |
Total P&L (%) | 353.4843 | 411.8635 | -58.3791 | -98.8547 | 601.9331 | -700.7878 |
Avg Daily Profit (%) | 0.1841 | 0.2145 | -0.0304 | -0.2325 | 0.1016 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202528 | -154954 | -171270 | -896809 | -105443 | -793700 |
Profit Factor | 1.3691 | 1.8602 | 0.8781 | 0.8919 | 6.2545 | 0.1241 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 47.4138 | 39.6552 | 55.1724 | 47.4138 | 39.6552 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.5185 | 2.8307 | 0.7135 | 0.9892 | 9.5177 | 0.1008 |
Largest Winning Trade | 170804 | 170804 | 38472 | 566012 | 566012 | 92069 |
Largest Losing Trade | -99136 | -60381 | -99136 | -377367 | -76036 | -377367 |
Avg Bars in Trades | 62 | 79 | 44 | 62 | 79 | 44 |
Avg Bars in Winners | 70 | 92 | 54 | 70 | 92 | 54 |
Avg Bars in Losers | 54 | 71 | 31 | 54 | 71 | 31 |
Bars Traded | 7202 | 4636 | 2566 | 7202 | 4636 | 2566 |
Profit Streak | 109.5979 | 109.5979 | 130.3479 | 109.5979 | 109.5979 | 130.3479 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351307 | -172518 | -758778 | -580122 | -232244 | -758778 |
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{ "first_band": { "type": "vwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "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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