Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624440.3623 | 573391.1977 | 51049.1646 | 556430.9987 | 548556.6233 | 7874.3754 |
Total P&L (%) | 624.4404 | 573.3912 | 51.0492 | 556.431 | 548.5566 | 7.8744 |
Avg Daily Profit (%) | 0.3379 | 0.3103 | 0.0276 | 0.1019 | 0.1012 | 0.0041 |
Buy And Hold Return (%) | 95.1231 | 95.1231 | 95.1231 | 95.1231 | 95.1231 | 95.1231 |
Max Trade Drawdown | -103827 | -99321 | -62589 | -1003693 | -619339 | -627301 |
Profit Factor | 2.1332 | 3.1359 | 1.1807 | 1.2133 | 1.4851 | 1.0053 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 49 | 50 | 48 | 49 | 50 | 48 |
Ratio Avg Win / Avg Loss | 2.2203 | 3.1359 | 1.279 | 1.2628 | 1.4851 | 1.0891 |
Largest Winning Trade | 440110 | 440110 | 43323 | 379993 | 379993 | 374333 |
Largest Losing Trade | -40242 | -36744 | -40242 | -347026 | -347026 | -298286 |
Avg Bars in Trades | 52 | 62 | 42 | 52 | 62 | 42 |
Avg Bars in Winners | 76 | 84 | 68 | 76 | 84 | 68 |
Avg Bars in Losers | 29 | 40 | 19 | 29 | 40 | 19 |
Bars Traded | 5254 | 3121 | 2133 | 5254 | 3121 | 2133 |
Profit Streak | 0 | 0 | 86.822 | 0 | 0 | 86.822 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462989 | -165730 | -523827 | -57894 | -237093 | -748056 |
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{ "first_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 206, "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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