Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1487607.416 | 1340479.6686 | 147127.7475 | 19268670.6179 | 14719705.8697 | 4548964.7482 |
Total P&L (%) | 1487.6074 | 1340.4797 | 147.1277 | 19268.6706 | 14719.7059 | 4548.9647 |
Avg Daily Profit (%) | 0.8162 | 0.7354 | 0.0807 | 0.2893 | 0.2746 | 0.2109 |
Buy And Hold Return (%) | 667.0777 | 667.0777 | 667.0777 | 667.0777 | 667.0777 | 667.0777 |
Max Trade Drawdown | -90465 | -59049 | -46284 | -14057882 | -7228481 | -6829401 |
Profit Factor | 3.6007 | 5.9909 | 1.4849 | 1.377 | 1.6449 | 1.1608 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 40 | 34.5455 | 45.4545 | 40 | 34.5455 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.401 | 11.3512 | 1.7819 | 2.0655 | 3.1166 | 1.393 |
Largest Winning Trade | 802395 | 802395 | 71565 | 6650310 | 6650310 | 5618557 |
Largest Losing Trade | -22677 | -18426 | -22677 | -4139160 | -2897433 | -4139160 |
Avg Bars in Trades | 97 | 98 | 97 | 97 | 98 | 97 |
Avg Bars in Winners | 155 | 157 | 153 | 155 | 157 | 153 |
Avg Bars in Losers | 59 | 67 | 49 | 59 | 67 | 49 |
Bars Traded | 10762 | 5418 | 5344 | 10762 | 5418 | 5344 |
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 | 395890 | -172033 | -430454 | 247329 | -174552 | -217449 |
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 52, "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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