Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109930.8616 | 62784.9165 | 47145.9451 | 136240.7734 | 91428.3321 | 44812.4414 |
Total P&L (%) | 109.9309 | 62.7849 | 47.1459 | 136.2408 | 91.4283 | 44.8124 |
Avg Daily Profit (%) | 0.7914 | 0.452 | 0.3394 | 0.6208 | 0.4686 | 0.2669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30049 | -28419 | -29944 | -45939 | -31793 | -57930 |
Profit Factor | 1.595 | 1.7355 | 1.4744 | 1.5351 | 1.8653 | 1.3009 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 70.8738 | 70.5882 | 71.1538 | 70.8738 | 70.5882 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.6555 | 0.7231 | 0.5977 | 0.6309 | 0.7772 | 0.5274 |
Largest Winning Trade | 16876 | 16876 | 12281 | 29436 | 29436 | 14034 |
Largest Losing Trade | -28419 | -28419 | -21302 | -45157 | -31793 | -45157 |
Avg Bars in Trades | 124 | 120 | 128 | 124 | 120 | 128 |
Avg Bars in Winners | 104 | 102 | 106 | 104 | 102 | 106 |
Avg Bars in Losers | 172 | 163 | 181 | 172 | 163 | 181 |
Bars Traded | 12816 | 6145 | 6671 | 12816 | 6145 | 6671 |
Profit Streak | 136.11 | 136.11 | 140.287 | 136.11 | 136.11 | 140.287 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573021 | -167978 | -170908 | 507350 | -167105 | -172795 |
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{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 192, "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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