Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211376.0708 | 1299728.1808 | -88352.11 | -90981.2719 | 140208.7048 | -231189.9767 |
Total P&L (%) | 1211.3761 | 1299.7282 | -88.3521 | -90.9813 | 140.2087 | -231.19 |
Avg Daily Profit (%) | 0.5067 | 0.5437 | -0.037 | -0.1006 | 0.0367 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222919 | -158181 | -196979 | -647706 | -398783 | -340404 |
Profit Factor | 1.9584 | 2.8372 | 0.8412 | 0.9451 | 1.1326 | 0.6139 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 36.8 | 29.0323 | 44.4444 | 36.8 | 29.0323 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.3633 | 6.9354 | 1.0515 | 1.6231 | 2.7685 | 0.7673 |
Largest Winning Trade | 1087521 | 1087521 | 68443 | 600753 | 600753 | 65525 |
Largest Losing Trade | -56180 | -36219 | -56180 | -237860 | -237860 | -213878 |
Avg Bars in Trades | 56 | 62 | 51 | 56 | 62 | 51 |
Avg Bars in Winners | 95 | 127 | 75 | 95 | 127 | 75 |
Avg Bars in Losers | 34 | 36 | 31 | 34 | 36 | 31 |
Bars Traded | 7117 | 3893 | 3224 | 7117 | 3893 | 3224 |
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 | 344784 | -150110 | -728229 | -582802 | -384013 | -729896 |
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 36, "offset": 0 } } }
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# | 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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