Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689148.259 | 554787.156 | 134361.103 | 4802685.4484 | 3749458.1081 | 1053227.3403 |
Total P&L (%) | 689.1483 | 554.7872 | 134.3611 | 4802.6854 | 3749.4581 | 1053.2273 |
Avg Daily Profit (%) | 0.3739 | 0.301 | 0.0729 | 0.2114 | 0.1982 | 0.1327 |
Buy And Hold Return (%) | 176.0546 | 176.0546 | 176.0546 | 176.0546 | 176.0546 | 176.0546 |
Max Trade Drawdown | -129555 | -100168 | -66619 | -877533 | -469753 | -775378 |
Profit Factor | 2.7933 | 3.7756 | 1.7286 | 2.5657 | 3.9092 | 1.5922 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 51.6484 | 54.3478 | 48.8889 | 51.6484 | 54.3478 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.615 | 3.1715 | 1.8071 | 2.4019 | 3.2838 | 1.6645 |
Largest Winning Trade | 258708 | 258708 | 54982 | 1281098 | 1089128 | 1281098 |
Largest Losing Trade | -51186 | -51186 | -43007 | -775378 | -354669 | -775378 |
Avg Bars in Trades | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Winners | 76 | 71 | 81 | 76 | 71 | 81 |
Avg Bars in Losers | 37 | 43 | 31 | 37 | 43 | 31 |
Bars Traded | 5238 | 2711 | 2527 | 5238 | 2711 | 2527 |
Profit Streak | 87.0091 | 101.6757 | 0 | 87.0091 | 101.6757 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488567 | 504677 | -258487 | 505502 | 583755 | -13471 |
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{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 40, "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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