Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227205.1045 | 126538.8587 | 100666.2459 | 469997.3744 | 313633.7556 | 156363.6187 |
Total P&L (%) | 227.2051 | 126.5389 | 100.6662 | 469.9974 | 313.6338 | 156.3636 |
Avg Daily Profit (%) | 2.6173 | 1.4577 | 1.1596 | 2.0251 | 1.649 | 1.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14636 | -7870 | -13612 | -21942 | -11343 | -20504 |
Profit Factor | 4.8513 | 7.1038 | 3.6309 | 7.1055 | 13.0118 | 4.0738 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 63.0137 | 62.1622 | 63.8889 | 63.0137 | 62.1622 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.8475 | 4.3241 | 2.0522 | 4.1706 | 7.9202 | 2.3026 |
Largest Winning Trade | 105853 | 105853 | 65908 | 264212 | 264212 | 99156 |
Largest Losing Trade | -12004 | -4023 | -12004 | -14128 | -5822 | -14128 |
Avg Bars in Trades | 324 | 132 | 521 | 324 | 132 | 521 |
Avg Bars in Winners | 271 | 111 | 431 | 271 | 111 | 431 |
Avg Bars in Losers | 414 | 165 | 681 | 414 | 165 | 681 |
Bars Traded | 23673 | 4891 | 18782 | 23673 | 4891 | 18782 |
Profit Streak | 7.0193 | 17.0402 | 7.0193 | 7.0193 | 17.0402 | 7.0193 |
Trades During Streak | 9 | 8 | 4 | 9 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52502 | 843595 | 767698 | -52174 | 839574 | 777228 |
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{ "first_band": { "type": "vwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 157, "offset": 233 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 157, "offset": 233 } } }
# | 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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