Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427905.0136 | 326040.8545 | 101864.1591 | -367315.2764 | 44804.4087 | -412119.6851 |
Total P&L (%) | 427.905 | 326.0409 | 101.8642 | -367.3153 | 44.8044 | -412.1197 |
Avg Daily Profit (%) | 0.2239 | 0.1706 | 0.0533 | 0 | 0.0194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122340 | -48396 | -122340 | -751045 | -228132 | -609361 |
Profit Factor | 1.7135 | 2.2948 | 1.2928 | 0.7917 | 1.0593 | 0.5909 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 42 | 20 | 22 | 27 | 16 | 11 |
Losing Trades | 25 | 14 | 11 | 40 | 18 | 22 |
Profitability (%) | 62.6866 | 58.8235 | 66.6667 | 40.2985 | 47.0588 | 33.3333 |
Ratio Avg Win / Avg Loss | 1.02 | 1.6063 | 0.6464 | 1.1728 | 1.1917 | 1.1818 |
Largest Winning Trade | 134348 | 134348 | 59585 | 271040 | 134686 | 271040 |
Largest Losing Trade | -122340 | -30342 | -122340 | -375771 | -132691 | -375771 |
Avg Bars in Trades | 53 | 43 | 62 | 53 | 43 | 62 |
Avg Bars in Winners | 53 | 47 | 58 | 43 | 38 | 49 |
Avg Bars in Losers | 52 | 38 | 70 | 59 | 48 | 69 |
Bars Traded | 3569 | 1492 | 2077 | 3569 | 1492 | 2077 |
Profit Streak | 36.8632 | 36.8632 | 37.3632 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108404 | 482731 | -120699 | -704161 | -325249 | -585617 |
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{ "first_band": { "type": "dcm", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 161, "offset": 0 } } }
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# | 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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