Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203935.4224 | 1322139.6082 | -118204.1858 | -117972.3157 | 624996.9098 | -742969.2255 |
Total P&L (%) | 1203.9354 | 1322.1396 | -118.2042 | -117.9723 | 624.9969 | -742.9692 |
Avg Daily Profit (%) | 0.6448 | 0.7081 | -0.0633 | 0 | 0.1061 | 0 |
Buy And Hold Return (%) | 457.7778 | 457.7778 | 457.7778 | 457.7778 | 457.7778 | 457.7778 |
Max Trade Drawdown | -168429 | -150300 | -188833 | -798995 | -158532 | -817419 |
Profit Factor | 2.5126 | 4.0079 | 0.6683 | 0.9042 | 2.8861 | 0.1746 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 11 | 17 | 42 | 25 | 17 |
Losing Trades | 41 | 23 | 18 | 27 | 9 | 18 |
Profitability (%) | 40.5797 | 32.3529 | 48.5714 | 60.8696 | 73.5294 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.6792 | 8.3803 | 0.7076 | 0.5813 | 1.039 | 0.1849 |
Largest Winning Trade | 905087 | 905087 | 36110 | 520412 | 520412 | 29406 |
Largest Losing Trade | -106739 | -53533 | -106739 | -674785 | -144882 | -674785 |
Avg Bars in Trades | 103 | 138 | 68 | 103 | 138 | 68 |
Avg Bars in Winners | 115 | 157 | 88 | 100 | 133 | 52 |
Avg Bars in Losers | 94 | 129 | 49 | 106 | 154 | 83 |
Bars Traded | 7117 | 4721 | 2396 | 7117 | 4721 | 2396 |
Profit Streak | 0 | 0 | 0 | 106.3237 | 141.3237 | 106.3237 |
Trades During Streak | 0 | 0 | 0 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96752 | 336857 | -581343 | -683976 | -94209 | -580385 |
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{ "first_band": { "type": "ssf", "factors": { "length": 231, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 164, "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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