Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260848.0473 | 230772.8985 | 30075.1487 | 77822.58 | 163841.2649 | -86018.6848 |
Total P&L (%) | 260.848 | 230.7729 | 30.0751 | 77.8226 | 163.8413 | -86.0187 |
Avg Daily Profit (%) | 0.2127 | 0.1882 | 0.0245 | 0.047 | 0.0792 | -0.1603 |
Buy And Hold Return (%) | 31.0112 | 31.0112 | 31.0112 | 31.0112 | 31.0112 | 31.0112 |
Max Trade Drawdown | -145133 | -119705 | -117015 | -403721 | -372853 | -268920 |
Profit Factor | 1.3204 | 1.4748 | 1.0917 | 1.0348 | 1.1179 | 0.8983 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 60.1896 | 57.1429 | 63.2075 | 60.1896 | 57.1429 | 63.2075 |
Ratio Avg Win / Avg Loss | 0.8733 | 1.1061 | 0.6355 | 0.6844 | 0.8384 | 0.5229 |
Largest Winning Trade | 53816 | 53816 | 14232 | 131431 | 131431 | 38315 |
Largest Losing Trade | -50988 | -42278 | -50988 | -191968 | -191968 | -142036 |
Avg Bars in Trades | 68 | 103 | 33 | 68 | 103 | 33 |
Avg Bars in Winners | 45 | 64 | 28 | 45 | 64 | 28 |
Avg Bars in Losers | 103 | 156 | 42 | 103 | 156 | 42 |
Bars Traded | 14403 | 10871 | 3532 | 14403 | 10871 | 3532 |
Profit Streak | 6.2511 | 0 | 30.4178 | 6.2511 | 0 | 30.4178 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338070 | 335650 | -444319 | -314537 | -180285 | -577874 |
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{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 150, "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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