Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327046.9345 | 119130.4594 | 207916.4751 | 146769.8358 | -143751.518 | 290521.3538 |
Total P&L (%) | 327.0469 | 119.1305 | 207.9165 | 146.7698 | -143.7515 | 290.5214 |
Avg Daily Profit (%) | 0.1968 | 0.0717 | 0.1251 | 0.0544 | 0 | 0.082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213109 | -214362 | -41422 | -357430 | -352100 | -70052 |
Profit Factor | 1.5796 | 1.2911 | 2.3409 | 1.1709 | 0.7875 | 2.591 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 54.4715 | 50.8197 | 58.0645 | 54.4715 | 50.8197 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.3203 | 1.2495 | 1.6906 | 0.9786 | 0.7621 | 1.8712 |
Largest Winning Trade | 99049 | 99049 | 62723 | 104937 | 104937 | 84195 |
Largest Losing Trade | -57478 | -57478 | -22235 | -175253 | -175253 | -45564 |
Avg Bars in Trades | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Winners | 31 | 25 | 35 | 31 | 25 | 35 |
Avg Bars in Losers | 48 | 60 | 34 | 48 | 60 | 34 |
Bars Traded | 4784 | 2604 | 2180 | 4784 | 2604 | 2180 |
Profit Streak | 7.676 | 0 | 93.676 | 7.6761 | 0 | 93.6761 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394915 | -258760 | -173249 | -152974 | -742352 | -230242 |
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{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 159 } } }
# | 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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