Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022753.5853 | 926262.4895 | 96491.0958 | 7237261.9264 | 6039251.4407 | 1198010.4857 |
Total P&L (%) | 1022.7536 | 926.2625 | 96.4911 | 7237.2619 | 6039.2514 | 1198.0105 |
Avg Daily Profit (%) | 0.5643 | 0.511 | 0.0532 | 0.2373 | 0.2274 | 0.1415 |
Buy And Hold Return (%) | 529.9333 | 529.9333 | 529.9333 | 529.9333 | 529.9333 | 529.9333 |
Max Trade Drawdown | -86722 | -55863 | -81334 | -3805491 | -3491260 | -3090057 |
Profit Factor | 2.5174 | 4.1303 | 1.2552 | 1.4217 | 1.8017 | 1.1244 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 45.3782 | 45 | 45.7627 | 45.3782 | 45 | 45.7627 |
Ratio Avg Win / Avg Loss | 3.0302 | 5.0481 | 1.4876 | 1.7113 | 2.2021 | 1.3326 |
Largest Winning Trade | 289456 | 289456 | 76189 | 3860637 | 3860637 | 3409129 |
Largest Losing Trade | -56194 | -21229 | -56194 | -2244013 | -1142923 | -2244013 |
Avg Bars in Trades | 29 | 27 | 32 | 29 | 27 | 32 |
Avg Bars in Winners | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 3563 | 1648 | 1915 | 3563 | 1648 | 1915 |
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 | 266054 | -161563 | -466120 | 327282 | -159157 | -270843 |
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{ "first_band": { "type": "vwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 22, "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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