Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248982.2411 | 307777.3157 | -58795.0746 | -94332.9454 | 522320.4971 | -616653.4425 |
Total P&L (%) | 248.9822 | 307.7773 | -58.7951 | -94.3329 | 522.3205 | -616.6534 |
Avg Daily Profit (%) | 0.1306 | 0.1614 | -0.0308 | -0.1504 | 0.0959 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199238 | -149819 | -138603 | -525633 | -126370 | -650311 |
Profit Factor | 1.3449 | 1.8965 | 0.8447 | 0.9043 | 3.6944 | 0.2208 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 57.971 | 64.7059 | 51.4286 | 57.971 | 64.7059 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.9751 | 1.0344 | 0.7977 | 0.6556 | 2.0151 | 0.2085 |
Largest Winning Trade | 181192 | 181192 | 43436 | 341998 | 341998 | 35579 |
Largest Losing Trade | -90457 | -63165 | -90457 | -401256 | -51789 | -401256 |
Avg Bars in Trades | 105 | 142 | 69 | 105 | 142 | 69 |
Avg Bars in Winners | 102 | 114 | 87 | 102 | 114 | 87 |
Avg Bars in Losers | 109 | 193 | 49 | 109 | 193 | 49 |
Bars Traded | 7265 | 4834 | 2431 | 7265 | 4834 | 2431 |
Profit Streak | 60.8068 | 0 | 116.8068 | 60.8068 | 0 | 116.8068 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124415 | 420107 | -580038 | -685184 | -55755 | -580038 |
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{ "first_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 172, "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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