Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088218.5006 | 832757.0767 | 255461.4239 | 3644231.1392 | 750824.4002 | 2893406.739 |
Total P&L (%) | 1088.2185 | 832.7571 | 255.4614 | 3644.2311 | 750.8244 | 2893.4067 |
Avg Daily Profit (%) | 0.7388 | 0.5653 | 0.1734 | 0.2463 | 0.1455 | 0.231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76273 | -122165 | -54274 | -4978829 | -2925645 | -3339814 |
Profit Factor | 1.8282 | 2.2095 | 1.4085 | 1.157 | 1.0573 | 1.2863 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 163 | 67 | 96 | 163 | 67 | 96 |
Losing Trades | 267 | 148 | 119 | 267 | 148 | 119 |
Profitability (%) | 37.907 | 31.1628 | 44.6512 | 37.907 | 31.1628 | 44.6512 |
Ratio Avg Win / Avg Loss | 2.9947 | 4.8807 | 1.7459 | 1.8953 | 2.3356 | 1.5944 |
Largest Winning Trade | 672962 | 672962 | 38359 | 2125302 | 2125302 | 971440 |
Largest Losing Trade | -25478 | -16422 | -25478 | -913212 | -913212 | -753360 |
Avg Bars in Trades | 6 | 6 | 7 | 6 | 6 | 7 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 3 | 3 | 4 | 3 | 3 | 4 |
Bars Traded | 2922 | 1318 | 1604 | 2922 | 1318 | 1604 |
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 | 501618 | 319929 | 288695 | -40423 | -161288 | 294527 |
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{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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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