Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92355.6231 | 50863.3888 | 41492.2343 | 92863.1089 | 46804.7971 | 46058.3118 |
Total P&L (%) | 92.3556 | 50.8634 | 41.4922 | 92.8631 | 46.8048 | 46.0583 |
Avg Daily Profit (%) | 0.3546 | 0.1953 | 0.1593 | 0.2525 | 0.1475 | 0.1456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39007 | -41014 | -35136 | -62933 | -56713 | -55738 |
Profit Factor | 1.2885 | 1.2949 | 1.281 | 1.1987 | 1.1868 | 1.2124 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 48.913 | 45.6522 | 52.1739 | 48.913 | 45.6522 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.3458 | 1.5416 | 1.1743 | 1.2519 | 1.4129 | 1.1113 |
Largest Winning Trade | 19835 | 19835 | 18098 | 25084 | 25084 | 18780 |
Largest Losing Trade | -16310 | -16310 | -9415 | -21867 | -21867 | -17514 |
Avg Bars in Trades | 133 | 134 | 132 | 133 | 134 | 132 |
Avg Bars in Winners | 145 | 135 | 153 | 145 | 135 | 153 |
Avg Bars in Losers | 122 | 133 | 110 | 122 | 133 | 110 |
Bars Traded | 24589 | 12361 | 12228 | 24589 | 12361 | 12228 |
Profit Streak | 5.1573 | 11.3761 | 0 | 5.1573 | 11.3761 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317361 | 201474 | 134267 | 214001 | -14606 | -2261 |
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{ "first_band": { "type": "vwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 210, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 210, "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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