Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374317.4877 | 278444.9949 | 95872.4928 | 117980.2311 | 75232.8127 | 42747.4184 |
Total P&L (%) | 374.3175 | 278.445 | 95.8725 | 117.9802 | 75.2328 | 42.7474 |
Avg Daily Profit (%) | 0.1797 | 0.1337 | 0.046 | 0.0374 | 0.0269 | 0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122411 | -63014 | -132973 | -226819 | -107406 | -156762 |
Profit Factor | 1.326 | 1.4988 | 1.1625 | 1.068 | 1.0889 | 1.048 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 50.2242 | 48.2143 | 52.2523 | 50.2242 | 48.2143 | 52.2523 |
Ratio Avg Win / Avg Loss | 1.3142 | 1.6098 | 1.0623 | 1.0584 | 1.1695 | 0.9577 |
Largest Winning Trade | 73719 | 73719 | 46929 | 76208 | 76208 | 75179 |
Largest Losing Trade | -48372 | -37061 | -48372 | -76488 | -39750 | -76488 |
Avg Bars in Trades | 110 | 93 | 126 | 110 | 93 | 126 |
Avg Bars in Winners | 123 | 104 | 141 | 123 | 104 | 141 |
Avg Bars in Losers | 96 | 83 | 110 | 96 | 83 | 110 |
Bars Traded | 24562 | 10487 | 14075 | 24562 | 10487 | 14075 |
Profit Streak | 0 | 0 | 81.6006 | 0 | 0 | 81.6006 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319905 | -13141 | -171825 | -287506 | -280601 | -339952 |
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{ "first_band": { "type": "vwma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 132, "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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