Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532266.5048 | 644193.3086 | -111926.8039 | -91851.504 | 116673.1792 | -208524.6832 |
Total P&L (%) | 532.2665 | 644.1933 | -111.9268 | -91.8515 | 116.6732 | -208.5247 |
Avg Daily Profit (%) | 0.2751 | 0.3329 | -0.0578 | -0.1295 | 0.04 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299604 | -171299 | -229564 | -236459 | -142506 | -202479 |
Profit Factor | 1.3723 | 1.7573 | 0.8068 | 0.8622 | 1.3237 | 0.3191 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 99 | 41 | 58 | 99 | 41 | 58 |
Losing Trades | 150 | 83 | 67 | 150 | 83 | 67 |
Profitability (%) | 39.759 | 33.0645 | 46.4 | 39.759 | 33.0645 | 46.4 |
Ratio Avg Win / Avg Loss | 2.0792 | 3.5574 | 0.9319 | 1.3064 | 2.6798 | 0.3686 |
Largest Winning Trade | 526972 | 526972 | 29436 | 126777 | 126777 | 19436 |
Largest Losing Trade | -64546 | -58645 | -64546 | -46023 | -45923 | -46023 |
Avg Bars in Trades | 23 | 30 | 15 | 23 | 30 | 15 |
Avg Bars in Winners | 30 | 45 | 20 | 30 | 45 | 20 |
Avg Bars in Losers | 18 | 23 | 11 | 18 | 23 | 11 |
Bars Traded | 5759 | 3827 | 1932 | 5759 | 3827 | 1932 |
Profit Streak | 7.0895 | 0 | 10.7562 | 7.0895 | 0 | 10.7562 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309491 | 205006 | -581476 | -580830 | -144986 | -581476 |
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{ "first_band": { "type": "ssf", "factors": { "length": 55, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 33, "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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