Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590184.0511 | 535494.5843 | 54689.4668 | 49514.046 | 249219.9571 | -199705.911 |
Total P&L (%) | 590.1841 | 535.4946 | 54.6895 | 49.514 | 249.22 | -199.7059 |
Avg Daily Profit (%) | 0.3139 | 0.2848 | 0.0291 | 0.0214 | 0.0665 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148623 | -101014 | -113394 | -334859 | -128993 | -320315 |
Profit Factor | 1.5942 | 2.0602 | 1.112 | 1.0298 | 1.32 | 0.7743 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 40.6452 | 36.3636 | 44.8718 | 40.6452 | 36.3636 | 44.8718 |
Ratio Avg Win / Avg Loss | 2.328 | 3.6054 | 1.3662 | 1.5038 | 2.31 | 0.9512 |
Largest Winning Trade | 344838 | 344838 | 63765 | 324766 | 324766 | 86644 |
Largest Losing Trade | -56078 | -39694 | -56078 | -125737 | -65005 | -125737 |
Avg Bars in Trades | 143 | 133 | 153 | 143 | 133 | 153 |
Avg Bars in Winners | 250 | 252 | 249 | 250 | 252 | 249 |
Avg Bars in Losers | 70 | 65 | 75 | 70 | 65 | 75 |
Bars Traded | 22241 | 10266 | 11975 | 22241 | 10266 | 11975 |
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 | 330412 | -34582 | -288805 | -355155 | -150034 | -617230 |
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{ "first_band": { "type": "vwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "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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