Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1440476.7433 | 1413814.24 | 26662.5033 | 443812.3195 | 3821244.2614 | -3377431.9419 |
Total P&L (%) | 1440.4767 | 1413.8142 | 26.6625 | 443.8123 | 3821.2443 | -3377.4319 |
Avg Daily Profit (%) | 0.7995 | 0.7847 | 0.0148 | 0.094 | 0.2039 | 0 |
Buy And Hold Return (%) | 183.2367 | 183.2367 | 183.2367 | 183.2367 | 183.2367 | 183.2367 |
Max Trade Drawdown | -231493 | -204667 | -73525 | -5659858 | -3522805 | -4070437 |
Profit Factor | 3.1166 | 5.3841 | 1.0745 | 1.0383 | 1.8311 | 0.5168 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 49.0909 | 43.6364 | 54.5455 | 49.0909 | 43.6364 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.232 | 6.9544 | 0.8954 | 1.0768 | 2.3651 | 0.4307 |
Largest Winning Trade | 1034990 | 1034990 | 54065 | 5354012 | 5354012 | 1049920 |
Largest Losing Trade | -69202 | -39722 | -69202 | -4063110 | -1423148 | -4063110 |
Avg Bars in Trades | 46 | 52 | 40 | 46 | 52 | 40 |
Avg Bars in Winners | 59 | 65 | 55 | 59 | 65 | 55 |
Avg Bars in Losers | 33 | 42 | 22 | 33 | 42 | 22 |
Bars Traded | 5127 | 2909 | 2218 | 5127 | 2909 | 2218 |
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 | 686007 | -161418 | -658606 | -249957 | -170985 | -760244 |
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{ "first_band": { "type": "vwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "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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