Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172170.5286 | 107999.0812 | 64171.4475 | 256401.2995 | 165069.6434 | 91331.6562 |
Total P&L (%) | 172.1705 | 107.9991 | 64.1714 | 256.4013 | 165.0696 | 91.3317 |
Avg Daily Profit (%) | 0.6465 | 0.4055 | 0.241 | 0.4784 | 0.3667 | 0.2439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51200 | -46116 | -34050 | -101095 | -42963 | -84882 |
Profit Factor | 1.5621 | 1.8065 | 1.3723 | 1.6588 | 2.0648 | 1.3901 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Losing Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Profitability (%) | 50 | 56.5217 | 43.4783 | 50 | 56.5217 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.5621 | 1.3896 | 1.7839 | 1.6588 | 1.5883 | 1.8071 |
Largest Winning Trade | 35460 | 28811 | 35460 | 49375 | 46704 | 49375 |
Largest Losing Trade | -21623 | -21623 | -15798 | -41047 | -23038 | -41047 |
Avg Bars in Trades | 90 | 88 | 92 | 90 | 88 | 92 |
Avg Bars in Winners | 116 | 107 | 127 | 116 | 107 | 127 |
Avg Bars in Losers | 64 | 63 | 64 | 64 | 63 | 64 |
Bars Traded | 12463 | 6109 | 6354 | 12463 | 6109 | 6354 |
Profit Streak | 274.0164 | 274.0164 | 275.9539 | 274.0164 | 274.0164 | 275.9539 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526194 | -89548 | -95302 | 486887 | -88271 | -94779 |
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 3 } } }
# | 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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