Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128495.4151 | 71998.9952 | 56496.4199 | 100398.0573 | 21216.8512 | 79181.2061 |
Total P&L (%) | 128.4954 | 71.999 | 56.4964 | 100.3981 | 21.2169 | 79.1812 |
Avg Daily Profit (%) | 0.2467 | 0.1382 | 0.1085 | 0.1336 | 0.037 | 0.112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90257 | -49595 | -48425 | -140057 | -95862 | -58558 |
Profit Factor | 1.2678 | 1.2894 | 1.2445 | 1.1781 | 1.07 | 1.3039 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 50 | 50.5155 | 49.4845 | 50 | 50.5155 | 49.4845 |
Ratio Avg Win / Avg Loss | 1.2678 | 1.2631 | 1.2705 | 1.1781 | 1.0481 | 1.331 |
Largest Winning Trade | 29085 | 29085 | 23153 | 39687 | 26018 | 39687 |
Largest Losing Trade | -32381 | -28874 | -32381 | -38397 | -38397 | -30167 |
Avg Bars in Trades | 126 | 135 | 116 | 126 | 135 | 116 |
Avg Bars in Winners | 149 | 154 | 145 | 149 | 154 | 145 |
Avg Bars in Losers | 102 | 117 | 88 | 102 | 117 | 88 |
Bars Traded | 24486 | 13185 | 11301 | 24486 | 13185 | 11301 |
Profit Streak | 10.9223 | 12.2764 | 10.9223 | 10.9223 | 12.2764 | 10.9223 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340161 | -8646 | -49751 | -37826 | -293344 | -43729 |
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 229, "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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