Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468712.2472 | 280735.6496 | 187976.5976 | 994504.6102 | 837618.0007 | 156886.6095 |
Total P&L (%) | 468.7122 | 280.7357 | 187.9766 | 994.5046 | 837.618 | 156.8866 |
Avg Daily Profit (%) | 0.2779 | 0.1665 | 0.1115 | 0.142 | 0.1328 | 0.056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122344 | -91706 | -52545 | -1171733 | -825743 | -940784 |
Profit Factor | 1.4204 | 1.4808 | 1.3539 | 1.1188 | 1.196 | 1.0383 |
Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
Winning Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Losing Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Profitability (%) | 46.9816 | 47.1204 | 46.8421 | 46.9816 | 47.1204 | 46.8421 |
Ratio Avg Win / Avg Loss | 1.6029 | 1.6618 | 1.5365 | 1.2626 | 1.3422 | 1.1783 |
Largest Winning Trade | 85295 | 85295 | 36886 | 636321 | 636321 | 369379 |
Largest Losing Trade | -26061 | -24294 | -26061 | -292400 | -292400 | -261309 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4998 | 2368 | 2630 | 4998 | 2368 | 2630 |
Profit Streak | 13.8924 | 36.8924 | 0 | 13.8924 | 36.8924 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428806 | 368164 | -43164 | -91197 | -19593 | -297113 |
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{ "first_band": { "type": "dcm", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 12, "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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