Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3512668.1079 | 3376818.9698 | 135849.1381 | 6263873.6773 | 3985775.002 | 2278098.6753 |
Total P&L (%) | 3512.6681 | 3376.819 | 135.8491 | 6263.8737 | 3985.775 | 2278.0987 |
Avg Daily Profit (%) | 1.5871 | 1.5257 | 0.0614 | 0.1878 | 0.1678 | 0.1433 |
Buy And Hold Return (%) | 362.7059 | 362.7059 | 362.7059 | 362.7059 | 362.7059 | 362.7059 |
Max Trade Drawdown | -70446 | -57162 | -88790 | -6231404 | -5641558 | -4060537 |
Profit Factor | 7.8973 | 13.9366 | 1.5472 | 1.2265 | 1.281 | 1.1692 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 36.1111 | 30.5556 | 41.6667 | 36.1111 | 30.5556 | 41.6667 |
Ratio Avg Win / Avg Loss | 13.9722 | 31.6742 | 2.1661 | 2.17 | 2.9113 | 1.6369 |
Largest Winning Trade | 3240419 | 3240419 | 49982 | 4748251 | 4748251 | 4197428 |
Largest Losing Trade | -57751 | -23166 | -57751 | -2826810 | -2069934 | -2826810 |
Avg Bars in Trades | 89 | 88 | 89 | 89 | 88 | 89 |
Avg Bars in Winners | 177 | 202 | 159 | 177 | 202 | 159 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 6436 | 3201 | 3235 | 6436 | 3201 | 3235 |
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 | -66801 | 531371 | -277283 | -80499 | 45973 | -38364 |
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{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "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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