Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125494.8694 | 65512.6073 | 59982.262 | 169228.2654 | 84908.0843 | 84320.1811 |
Total P&L (%) | 125.4949 | 65.5126 | 59.9823 | 169.2283 | 84.9081 | 84.3202 |
Avg Daily Profit (%) | 0.4819 | 0.2516 | 0.2303 | 0.381 | 0.2363 | 0.2351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38765 | -30380 | -36107 | -91691 | -54834 | -82336 |
Profit Factor | 1.4206 | 1.4198 | 1.4214 | 1.2839 | 1.2797 | 1.2883 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 50.2703 | 45.6522 | 54.8387 | 50.2703 | 45.6522 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.4053 | 1.6903 | 1.1706 | 1.2701 | 1.5234 | 1.061 |
Largest Winning Trade | 19620 | 19620 | 17108 | 36565 | 36565 | 28572 |
Largest Losing Trade | -13842 | -13842 | -9768 | -27316 | -23214 | -27316 |
Avg Bars in Trades | 131 | 131 | 132 | 131 | 131 | 132 |
Avg Bars in Winners | 133 | 122 | 142 | 133 | 122 | 142 |
Avg Bars in Losers | 130 | 139 | 119 | 130 | 139 | 119 |
Bars Traded | 24402 | 12126 | 12276 | 24402 | 12126 | 12276 |
Profit Streak | 5.9721 | 9.4721 | 5.9721 | 5.9721 | 9.4721 | 5.9721 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418664 | 266568 | 275835 | 357562 | 241813 | 272061 |
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 212, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 212, "offset": 0, "poles": 3 } } }
# | 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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