Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605963.0228 | 358100.5155 | 247862.5073 | 1572609.5205 | -355542.108 | 1928151.6285 |
Total P&L (%) | 605.963 | 358.1005 | 247.8625 | 1572.6095 | -355.5421 | 1928.1516 |
Avg Daily Profit (%) | 0.3335 | 0.1971 | 0.1364 | 0.1551 | 0 | 0.1658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102566 | -83580 | -61745 | -4362225 | -3493808 | -1690700 |
Profit Factor | 1.7898 | 1.835 | 1.7324 | 1.0961 | 0.958 | 1.2436 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 74 | 31 | 43 | 74 | 31 | 43 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 39.3617 | 32.9787 | 45.7447 | 39.3617 | 32.9787 | 45.7447 |
Ratio Avg Win / Avg Loss | 2.7572 | 3.7292 | 2.0547 | 1.6885 | 1.9468 | 1.475 |
Largest Winning Trade | 270624 | 270624 | 62596 | 1949963 | 1949963 | 1360687 |
Largest Losing Trade | -24718 | -24718 | -21777 | -702337 | -578661 | -702337 |
Avg Bars in Trades | 113 | 89 | 136 | 113 | 89 | 136 |
Avg Bars in Winners | 190 | 147 | 220 | 190 | 147 | 220 |
Avg Bars in Losers | 63 | 60 | 65 | 63 | 60 | 65 |
Bars Traded | 21288 | 8425 | 12863 | 21288 | 8425 | 12863 |
Profit Streak | 50.8016 | 50.8016 | 58.3016 | 50.8016 | 50.8016 | 58.3016 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390049 | 169901 | -8635 | -107837 | -584358 | 234177 |
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{ "first_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "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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