Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394714.047 | 261562.6285 | 133151.4184 | 243666.1777 | 234975.5603 | 8690.6175 |
Total P&L (%) | 394.714 | 261.5626 | 133.1514 | 243.6662 | 234.9756 | 8.6906 |
Avg Daily Profit (%) | 0.3811 | 0.2526 | 0.1286 | 0.1193 | 0.1168 | 0.008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165215 | -114339 | -104946 | -294230 | -184908 | -196707 |
Profit Factor | 1.5619 | 1.8 | 1.3546 | 1.1903 | 1.4231 | 1.012 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 52.8169 | 50.7042 | 54.9296 | 52.8169 | 50.7042 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.3953 | 1.75 | 1.1115 | 1.0633 | 1.3835 | 0.8303 |
Largest Winning Trade | 179810 | 179810 | 55192 | 207871 | 207871 | 88553 |
Largest Losing Trade | -44412 | -24290 | -44412 | -131521 | -76637 | -131521 |
Avg Bars in Trades | 84 | 74 | 95 | 84 | 74 | 95 |
Avg Bars in Winners | 96 | 77 | 114 | 96 | 77 | 114 |
Avg Bars in Losers | 71 | 71 | 71 | 71 | 71 | 71 |
Bars Traded | 12060 | 5306 | 6754 | 12060 | 5306 | 6754 |
Profit Streak | 3.9812 | 3.9812 | 8.3145 | 3.9812 | 3.9812 | 8.3145 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441281 | -75619 | -105883 | -43580 | -123350 | -641779 |
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 54, "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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