Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459913.7146 | 397834.3624 | 62079.3522 | 81675.4208 | 867485.6301 | -785810.2093 |
Total P&L (%) | 459.9137 | 397.8344 | 62.0794 | 81.6754 | 867.4856 | -785.8102 |
Avg Daily Profit (%) | 0.2586 | 0.2237 | 0.0349 | 0.0336 | 0.1277 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146115 | -117949 | -81264 | -2659137 | -1901401 | -1299465 |
Profit Factor | 1.5023 | 1.8254 | 1.1431 | 1.0092 | 1.1905 | 0.8171 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 54.5455 | 51.6667 | 57.377 | 54.5455 | 51.6667 | 57.377 |
Ratio Avg Win / Avg Loss | 1.2519 | 1.7076 | 0.8492 | 0.841 | 1.1137 | 0.607 |
Largest Winning Trade | 86714 | 86714 | 37681 | 967793 | 967793 | 391951 |
Largest Losing Trade | -60680 | -60680 | -58174 | -1179256 | -1094660 | -1179256 |
Avg Bars in Trades | 43 | 57 | 28 | 43 | 57 | 28 |
Avg Bars in Winners | 45 | 59 | 32 | 45 | 59 | 32 |
Avg Bars in Losers | 40 | 56 | 23 | 40 | 56 | 23 |
Bars Traded | 5222 | 3471 | 1751 | 5222 | 3471 | 1751 |
Profit Streak | 71.5807 | 71.5807 | 145.2473 | 71.5807 | 71.5807 | 145.2473 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425868 | -156710 | -370597 | -357696 | -201150 | -739841 |
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{ "first_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } } }
# | 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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