Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717206.8811 | 604700.1543 | 112506.7268 | 624673.4116 | 501017.9834 | 123655.4282 |
Total P&L (%) | 717.2069 | 604.7002 | 112.5067 | 624.6734 | 501.018 | 123.6554 |
Avg Daily Profit (%) | 0.2969 | 0.2503 | 0.0466 | 0.082 | 0.0743 | 0.0333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125691 | -76421 | -165103 | -852836 | -764393 | -920095 |
Profit Factor | 1.9955 | 2.5961 | 1.3293 | 1.1479 | 1.2195 | 1.0637 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 49.5575 | 45.614 | 53.5714 | 49.5575 | 45.614 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.0311 | 3.0954 | 1.1521 | 1.1684 | 1.454 | 0.9219 |
Largest Winning Trade | 251864 | 251864 | 62891 | 563196 | 563196 | 337675 |
Largest Losing Trade | -58795 | -31166 | -58795 | -382356 | -216838 | -382356 |
Avg Bars in Trades | 126 | 119 | 133 | 126 | 119 | 133 |
Avg Bars in Winners | 175 | 168 | 182 | 175 | 168 | 182 |
Avg Bars in Losers | 77 | 78 | 76 | 77 | 78 | 76 |
Bars Traded | 14264 | 6807 | 7457 | 14264 | 6807 | 7457 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460278 | -168342 | -310036 | -140689 | -275531 | -480044 |
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{ "first_band": { "type": "vwma", "factors": { "length": 80, "offset": 73 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 80, "offset": 73 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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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