Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261189.024 | 178247.2319 | 82941.7921 | 635677.8039 | 364149.4557 | 271528.3482 |
Total P&L (%) | 261.189 | 178.2472 | 82.9418 | 635.6778 | 364.1495 | 271.5283 |
Avg Daily Profit (%) | 0.5015 | 0.3422 | 0.1592 | 0.3839 | 0.2952 | 0.2523 |
Buy And Hold Return (%) | 30.9572 | 30.9572 | 30.9572 | 30.9572 | 30.9572 | 30.9572 |
Max Trade Drawdown | -53043 | -36158 | -35538 | -448893 | -318022 | -291724 |
Profit Factor | 1.4448 | 1.6026 | 1.2846 | 1.2109 | 1.2268 | 1.1928 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 173 | 83 | 90 | 173 | 83 | 90 |
Losing Trades | 180 | 93 | 87 | 180 | 93 | 87 |
Profitability (%) | 49.0085 | 47.1591 | 50.8475 | 49.0085 | 47.1591 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.5032 | 1.7957 | 1.2417 | 1.2599 | 1.3746 | 1.1531 |
Largest Winning Trade | 36620 | 36620 | 27403 | 179779 | 179779 | 112228 |
Largest Losing Trade | -13578 | -12523 | -13578 | -103249 | -103249 | -78537 |
Avg Bars in Trades | 69 | 69 | 70 | 69 | 69 | 70 |
Avg Bars in Winners | 74 | 71 | 77 | 74 | 71 | 77 |
Avg Bars in Losers | 65 | 67 | 62 | 65 | 67 | 62 |
Bars Traded | 24632 | 12217 | 12415 | 24632 | 12217 | 12415 |
Profit Streak | 4.0473 | 0 | 4.1098 | 4.0473 | 0 | 4.1098 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467737 | 350446 | 131788 | 355114 | 243491 | -569 |
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{ "first_band": { "type": "vwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 105, "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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