Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311415.6574 | 1233823.2379 | 77592.4195 | 5128783.2001 | 5125710.5892 | 3072.611 |
Total P&L (%) | 1311.4157 | 1233.8232 | 77.5924 | 5128.7832 | 5125.7106 | 3.0726 |
Avg Daily Profit (%) | 0.7214 | 0.6787 | 0.0427 | 0.2179 | 0.2178 | 0.0017 |
Buy And Hold Return (%) | 569.9996 | 569.9996 | 569.9996 | 569.9996 | 569.9996 | 569.9996 |
Max Trade Drawdown | -160862 | -104605 | -109828 | -2129340 | -936533 | -1929454 |
Profit Factor | 3.8469 | 6.359 | 1.3367 | 1.7832 | 3.1658 | 1.0007 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 42.4242 | 39.3939 | 45.4545 | 42.4242 | 39.3939 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.2208 | 9.7831 | 1.6041 | 2.4201 | 4.8705 | 1.2009 |
Largest Winning Trade | 611141 | 611141 | 75983 | 2129269 | 1993696 | 2129269 |
Largest Losing Trade | -43041 | -33631 | -43041 | -1159940 | -389392 | -1159940 |
Avg Bars in Trades | 161 | 150 | 171 | 161 | 150 | 171 |
Avg Bars in Winners | 272 | 264 | 279 | 272 | 264 | 279 |
Avg Bars in Losers | 79 | 76 | 81 | 79 | 76 | 81 |
Bars Traded | 10641 | 4978 | 5663 | 10641 | 4978 | 5663 |
Profit Streak | 0 | 104.2082 | 0 | 0 | 104.2082 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117164 | 405983 | -302050 | -120151 | 383471 | -577875 |
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 130, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 130, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 17, "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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