Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244198.9718 | 306805.1237 | -62606.1519 | -68286.8513 | -40270.5919 | -28016.2594 |
Total P&L (%) | 244.199 | 306.8051 | -62.6062 | -68.2869 | -40.2706 | -28.0163 |
Avg Daily Profit (%) | 0.1273 | 0.1599 | -0.0326 | -0.0598 | -0.0269 | -0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166714 | -122137 | -123613 | -138600 | -120040 | -82239 |
Profit Factor | 1.3596 | 2.0567 | 0.839 | 0.8719 | 0.8372 | 0.902 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 47.4227 | 47.9167 | 46.9388 | 47.4227 | 47.9167 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.5074 | 2.2355 | 0.9484 | 0.9667 | 0.91 | 1.0196 |
Largest Winning Trade | 253204 | 253204 | 54232 | 48363 | 48363 | 38397 |
Largest Losing Trade | -58299 | -27630 | -58299 | -39839 | -29641 | -39839 |
Avg Bars in Trades | 114 | 108 | 120 | 114 | 108 | 120 |
Avg Bars in Winners | 141 | 136 | 147 | 141 | 136 | 147 |
Avg Bars in Losers | 90 | 83 | 97 | 90 | 83 | 97 |
Bars Traded | 11122 | 5204 | 5918 | 11122 | 5204 | 5918 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22320 | 376785 | -581872 | -581521 | -581499 | -580205 |
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{ "first_band": { "type": "vwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "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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