Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225781.3845 | 430989.3773 | -205207.9929 | -98376.6263 | 15218.8 | -113595.4263 |
Total P&L (%) | 225.7814 | 430.9894 | -205.208 | -98.3766 | 15.2188 | -113.5954 |
Avg Daily Profit (%) | 0.0973 | 0.1858 | -0.0885 | -0.1775 | 0.0061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234678 | -160515 | -383081 | -92334 | -34614 | -119336 |
Profit Factor | 1.1574 | 1.6439 | 0.7317 | 0.6751 | 1.124 | 0.369 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Profitability (%) | 44.9704 | 46.4286 | 43.5294 | 44.9704 | 46.4286 | 43.5294 |
Ratio Avg Win / Avg Loss | 1.4163 | 1.8968 | 0.9493 | 0.8261 | 1.2969 | 0.4787 |
Largest Winning Trade | 207927 | 207927 | 48273 | 22979 | 22979 | 17168 |
Largest Losing Trade | -62295 | -55613 | -62295 | -34316 | -34316 | -33798 |
Avg Bars in Trades | 25 | 35 | 15 | 25 | 35 | 15 |
Avg Bars in Winners | 24 | 31 | 18 | 24 | 31 | 18 |
Avg Bars in Losers | 25 | 38 | 13 | 25 | 38 | 13 |
Bars Traded | 4294 | 2958 | 1336 | 4294 | 2958 | 1336 |
Profit Streak | 16.4725 | 0 | 44.9725 | 16.4725 | 0 | 44.9725 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110609 | 320205 | -582787 | -580996 | -280569 | -582787 |
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{ "first_band": { "type": "ssf", "factors": { "length": 72, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 72, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 43, "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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