Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206284.0784 | 363731.4748 | -157447.3964 | -440798.343 | -48791.4535 | -392006.8896 |
Total P&L (%) | 206.2841 | 363.7315 | -157.4474 | -440.7983 | -48.7915 | -392.0069 |
Avg Daily Profit (%) | 0.0896 | 0.158 | -0.0684 | 0 | -0.0291 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -436650 | -136120 | -394434 | -507863 | -183850 | -477966 |
Profit Factor | 1.2088 | 2.0978 | 0.7603 | 0.6504 | 0.8905 | 0.5192 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 48 | 23 | 25 | 44 | 26 | 18 |
Losing Trades | 39 | 20 | 19 | 43 | 17 | 26 |
Profitability (%) | 55.1724 | 53.4884 | 56.8182 | 50.5747 | 60.4651 | 40.9091 |
Ratio Avg Win / Avg Loss | 0.9821 | 1.8241 | 0.5778 | 0.6356 | 0.5822 | 0.75 |
Largest Winning Trade | 324797 | 324797 | 55329 | 195861 | 56289 | 195861 |
Largest Losing Trade | -324607 | -53033 | -324607 | -308665 | -97804 | -308665 |
Avg Bars in Trades | 150 | 188 | 113 | 150 | 188 | 113 |
Avg Bars in Winners | 140 | 152 | 129 | 148 | 189 | 90 |
Avg Bars in Losers | 163 | 230 | 93 | 152 | 187 | 129 |
Bars Traded | 13117 | 8107 | 5009 | 13117 | 8107 | 5009 |
Profit Streak | 164.5681 | 164.5681 | 386.4015 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73235 | 443988 | -578456 | -580471 | -579370 | -584254 |
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 245, "offset": 0 } } }
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# | 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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