Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997279.1234 | 1110177.3171 | -112898.1937 | -94373.4887 | 111752.3108 | -206125.7995 |
Total P&L (%) | 997.2791 | 1110.1773 | -112.8982 | -94.3735 | 111.7523 | -206.1258 |
Avg Daily Profit (%) | 0.4184 | 0.4658 | -0.0474 | -0.1207 | 0.0315 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233607 | -180457 | -149569 | -487558 | -331262 | -197215 |
Profit Factor | 2.0694 | 3.0956 | 0.7197 | 0.8972 | 1.1923 | 0.3888 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 47.8873 | 48.5714 | 47.2222 | 47.8873 | 48.5714 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.252 | 3.2777 | 0.8044 | 0.9764 | 1.2625 | 0.4345 |
Largest Winning Trade | 939066 | 939066 | 64115 | 441533 | 441533 | 61079 |
Largest Losing Trade | -77493 | -77493 | -63661 | -176303 | -176303 | -141427 |
Avg Bars in Trades | 64 | 99 | 29 | 64 | 99 | 29 |
Avg Bars in Winners | 64 | 92 | 36 | 64 | 92 | 36 |
Avg Bars in Losers | 63 | 106 | 23 | 63 | 106 | 23 |
Bars Traded | 4563 | 3492 | 1071 | 4563 | 3492 | 1071 |
Profit Streak | 0 | 96.0803 | 0 | 0 | 96.0803 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78260 | 598231 | -581582 | -672877 | -159402 | -581582 |
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{ "first_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 94, "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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