Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532733.4508 | 538334.6653 | -5601.2145 | -42412.4696 | 15196.7279 | -57609.1975 |
Total P&L (%) | 532.7335 | 538.3347 | -5.6012 | -42.4125 | 15.1967 | -57.6092 |
Avg Daily Profit (%) | 0.3306 | 0.3341 | -0.0035 | -0.0342 | 0.0088 | -0.0532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200843 | -187553 | -97490 | -553161 | -424712 | -215385 |
Profit Factor | 1.8005 | 2.2513 | 0.9762 | 0.9636 | 1.0207 | 0.8667 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 43.4211 | 36.8421 | 50 | 43.4211 | 36.8421 | 50 |
Ratio Avg Win / Avg Loss | 2.3461 | 3.8594 | 0.9762 | 1.2556 | 1.7498 | 0.8667 |
Largest Winning Trade | 444283 | 444283 | 30184 | 278684 | 278684 | 71294 |
Largest Losing Trade | -48283 | -48283 | -36438 | -215385 | -125919 | -215385 |
Avg Bars in Trades | 40 | 56 | 24 | 40 | 56 | 24 |
Avg Bars in Winners | 49 | 68 | 34 | 49 | 68 | 34 |
Avg Bars in Losers | 34 | 49 | 15 | 34 | 49 | 15 |
Bars Traded | 3098 | 2153 | 945 | 3098 | 2153 | 945 |
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 | -43767 | 301133 | -580487 | -635447 | -392936 | -580487 |
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 81, "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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