Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680385.9947 | 625727.9852 | 54658.0094 | 502461.2867 | 3977544.2691 | -3475082.9824 |
Total P&L (%) | 680.386 | 625.728 | 54.658 | 502.4613 | 3977.5443 | -3475.083 |
Avg Daily Profit (%) | 0.2722 | 0.2504 | 0.0219 | 0.0719 | 0.1485 | 0 |
Buy And Hold Return (%) | 527.024 | 527.024 | 527.024 | 527.024 | 527.024 | 527.024 |
Max Trade Drawdown | -120751 | -91236 | -105706 | -3910553 | -522053 | -4267373 |
Profit Factor | 1.5049 | 1.9319 | 1.0808 | 1.0397 | 1.8688 | 0.5705 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 221 | 103 | 118 | 221 | 103 | 118 |
Losing Trades | 217 | 116 | 101 | 217 | 116 | 101 |
Profitability (%) | 50.4566 | 47.032 | 53.8813 | 50.4566 | 47.032 | 53.8813 |
Ratio Avg Win / Avg Loss | 1.4776 | 2.1758 | 0.9251 | 1.0208 | 2.1047 | 0.4883 |
Largest Winning Trade | 124046 | 124046 | 48213 | 2271331 | 2271331 | 256001 |
Largest Losing Trade | -93044 | -24562 | -93044 | -3910013 | -241388 | -3910013 |
Avg Bars in Trades | 33 | 39 | 28 | 33 | 39 | 28 |
Avg Bars in Winners | 39 | 46 | 33 | 39 | 46 | 33 |
Avg Bars in Losers | 28 | 33 | 22 | 28 | 33 | 22 |
Bars Traded | 14886 | 8624 | 6262 | 14886 | 8624 | 6262 |
Profit Streak | 15.7594 | 15.7594 | 26.2594 | 15.7594 | 15.7594 | 26.2594 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61365 | -94867 | -460313 | -435331 | 347098 | -578388 |
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{ "first_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 61, "offset": 0 } } }
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# | 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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