Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657422.6162 | 542649.0438 | 114773.5724 | 1476100.1346 | 1333766.0431 | 142334.0915 |
Total P&L (%) | 657.4226 | 542.649 | 114.7736 | 1476.1001 | 1333.766 | 142.3341 |
Avg Daily Profit (%) | 0.263 | 0.2171 | 0.0459 | 0.1104 | 0.1066 | 0.0354 |
Buy And Hold Return (%) | 15.2469 | 15.2469 | 15.2469 | 15.2469 | 15.2469 | 15.2469 |
Max Trade Drawdown | -127740 | -82310 | -125565 | -3141975 | -1918480 | -1433834 |
Profit Factor | 1.4834 | 1.8069 | 1.1669 | 1.0985 | 1.1803 | 1.0187 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 144 | 68 | 76 | 144 | 68 | 76 |
Losing Trades | 177 | 93 | 84 | 177 | 93 | 84 |
Profitability (%) | 44.8598 | 42.236 | 47.5 | 44.8598 | 42.236 | 47.5 |
Ratio Avg Win / Avg Loss | 1.8234 | 2.4712 | 1.2898 | 1.3502 | 1.6142 | 1.126 |
Largest Winning Trade | 105071 | 105071 | 46616 | 1498013 | 1498013 | 636436 |
Largest Losing Trade | -36420 | -34982 | -36420 | -875523 | -811107 | -875523 |
Avg Bars in Trades | 45 | 39 | 52 | 45 | 39 | 52 |
Avg Bars in Winners | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Losers | 35 | 31 | 38 | 35 | 31 | 38 |
Bars Traded | 14689 | 6356 | 8333 | 14689 | 6356 | 8333 |
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 | 380584 | 319685 | -169154 | -157750 | -74087 | -346180 |
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{ "first_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 2 } } }
# | 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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