Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638217.7567 | 363327.1064 | 274890.6503 | 2856980.5044 | -318517.7344 | 3175498.2389 |
Total P&L (%) | 638.2178 | 363.3271 | 274.8907 | 2856.9805 | -318.5177 | 3175.4982 |
Avg Daily Profit (%) | 0.3513 | 0.2 | 0.1513 | 0.1866 | 0 | 0.1923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62993 | -63894 | -44973 | -3187463 | -3101830 | -1535243 |
Profit Factor | 1.8644 | 1.8798 | 1.8448 | 1.1269 | 0.9742 | 1.3118 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Profitability (%) | 39.3162 | 37.6068 | 41.0256 | 39.3162 | 37.6068 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.8776 | 3.1188 | 2.6519 | 1.7394 | 1.6162 | 1.8858 |
Largest Winning Trade | 241899 | 241899 | 61871 | 2055319 | 2055319 | 1242848 |
Largest Losing Trade | -17858 | -17858 | -16169 | -816536 | -722812 | -816536 |
Avg Bars in Trades | 92 | 73 | 111 | 92 | 73 | 111 |
Avg Bars in Winners | 156 | 118 | 191 | 156 | 118 | 191 |
Avg Bars in Losers | 50 | 46 | 55 | 50 | 46 | 55 |
Bars Traded | 21574 | 8555 | 13019 | 21574 | 8555 | 13019 |
Profit Streak | 28.6333 | 28.8833 | 28.6333 | 28.6333 | 28.8833 | 28.6333 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394094 | 240007 | 270458 | -73777 | -582522 | 217651 |
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{ "first_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 27, "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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