Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274281.3705 | 211446.3052 | 62835.0653 | -99722.3635 | -7751.0001 | -91971.3634 |
Total P&L (%) | 274.2814 | 211.4463 | 62.8351 | -99.7224 | -7.751 | -91.9714 |
Avg Daily Profit (%) | 0.1716 | 0.1323 | 0.0393 | -0.3676 | -0.005 | -0.1577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164231 | -140035 | -99052 | -60457 | -39586 | -20921 |
Profit Factor | 1.3916 | 1.5738 | 1.1893 | 0.5145 | 0.8899 | 0.3189 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 74.0157 | 71.4286 | 76.5625 | 74.0157 | 71.4286 | 76.5625 |
Ratio Avg Win / Avg Loss | 0.4885 | 0.6295 | 0.3641 | 0.1806 | 0.3559 | 0.0976 |
Largest Winning Trade | 94695 | 94695 | 36769 | 12967 | 12967 | 9840 |
Largest Losing Trade | -99052 | -66692 | -99052 | -96600 | -39535 | -96600 |
Avg Bars in Trades | 71 | 118 | 25 | 71 | 118 | 25 |
Avg Bars in Winners | 39 | 62 | 19 | 39 | 62 | 19 |
Avg Bars in Losers | 160 | 257 | 44 | 160 | 257 | 44 |
Bars Traded | 9049 | 7444 | 1605 | 9049 | 7444 | 1605 |
Profit Streak | 25.3675 | 25.3675 | 129.2009 | 25.3675 | 25.3675 | 129.2009 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415704 | -159686 | -288864 | -575585 | -724137 | -714819 |
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{ "first_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 201, "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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