Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1138098.3914 | -73834.8696 | -1064263.5218 | 67876.9357 | -3918577.1537 | 3986454.0894 |
Total P&L (%) | -1138.0984 | -73.8349 | -1064.2635 | 67.8769 | -3918.5772 | 3986.4541 |
Avg Daily Profit (%) | -0.6033 | -0.0391 | -0.5642 | 0.0275 | 0 | 0.1969 |
Buy And Hold Return (%) | 360.5334 | 360.5334 | 360.5334 | 360.5334 | 360.5334 | 360.5334 |
Max Trade Drawdown | -1279732 | -187557 | -1123728 | -3934835 | -4450674 | -1683422 |
Profit Factor | 0.2591 | 0.7601 | 0.1336 | 1.0088 | 0.2522 | 2.5848 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 14 | 21 | 35 | 13 | 22 |
Losing Trades | 25 | 16 | 9 | 25 | 17 | 8 |
Profitability (%) | 58.3333 | 46.6667 | 70 | 58.3333 | 43.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.1851 | 0.8687 | 0.0573 | 0.7205 | 0.3298 | 0.9399 |
Largest Winning Trade | 33612 | 33612 | 21814 | 5466545 | 563625 | 5466545 |
Largest Losing Trade | -774743 | -69860 | -774743 | -2689616 | -2689616 | -1564379 |
Avg Bars in Trades | 89 | 106 | 71 | 89 | 106 | 71 |
Avg Bars in Winners | 43 | 50 | 38 | 53 | 56 | 51 |
Avg Bars in Losers | 153 | 155 | 150 | 140 | 145 | 129 |
Bars Traded | 5364 | 3205 | 2159 | 5364 | 3205 | 2159 |
Profit Streak | 47.5724 | 47.5724 | 287.5724 | 47.5724 | 47.5724 | 287.5724 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751709 | -581132 | -576841 | -705458 | -582429 | 523113 |
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{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 172, "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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