Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892084.6073 | 714503.0935 | 177581.5138 | 6895524.3121 | 5364785.4038 | 1530738.9083 |
Total P&L (%) | 892.0846 | 714.5031 | 177.5815 | 6895.5243 | 5364.7854 | 1530.7389 |
Avg Daily Profit (%) | 0.4284 | 0.3431 | 0.0853 | 0.2042 | 0.1923 | 0.1341 |
Buy And Hold Return (%) | 93.6842 | 93.6842 | 93.6842 | 93.6842 | 93.6842 | 93.6842 |
Max Trade Drawdown | -100762 | -104641 | -82891 | -8807333 | -7398770 | -8807263 |
Profit Factor | 2.1449 | 3.0454 | 1.4131 | 1.1289 | 1.2226 | 1.0521 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 46.2025 | 44.3038 | 48.1013 | 46.2025 | 44.3038 | 48.1013 |
Ratio Avg Win / Avg Loss | 2.4975 | 3.8285 | 1.5247 | 1.3145 | 1.5369 | 1.1351 |
Largest Winning Trade | 296450 | 296450 | 60099 | 4436667 | 4436667 | 3279147 |
Largest Losing Trade | -54053 | -29007 | -54053 | -6292935 | -2104857 | -6292935 |
Avg Bars in Trades | 155 | 130 | 179 | 155 | 130 | 179 |
Avg Bars in Winners | 228 | 182 | 271 | 228 | 182 | 271 |
Avg Bars in Losers | 91 | 88 | 94 | 91 | 88 | 94 |
Bars Traded | 24498 | 10309 | 14189 | 24498 | 10309 | 14189 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483139 | -14094 | -112504 | -71328 | -20479 | -204478 |
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{ "first_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 89, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 89, "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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