Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605907.5075 | 587904.7286 | 18002.7789 | 585696.1097 | 447423.6884 | 138272.4213 |
Total P&L (%) | 605.9075 | 587.9047 | 18.0028 | 585.6961 | 447.4237 | 138.2724 |
Avg Daily Profit (%) | 0.2423 | 0.2351 | 0.0072 | 0.077 | 0.068 | 0.0347 |
Buy And Hold Return (%) | 214.4721 | 214.4721 | 214.4721 | 214.4721 | 214.4721 | 214.4721 |
Max Trade Drawdown | -94427 | -65692 | -97031 | -600871 | -494654 | -271122 |
Profit Factor | 2.1818 | 3.5014 | 1.0648 | 1.2207 | 1.2915 | 1.1236 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 51.3889 | 47.2222 | 55.5556 | 51.3889 | 47.2222 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0639 | 3.9133 | 0.8519 | 1.1547 | 1.4435 | 0.8989 |
Largest Winning Trade | 349813 | 349813 | 40691 | 544542 | 544542 | 184845 |
Largest Losing Trade | -44995 | -34261 | -44995 | -325923 | -325923 | -171903 |
Avg Bars in Trades | 67 | 66 | 67 | 67 | 66 | 67 |
Avg Bars in Winners | 94 | 97 | 91 | 94 | 97 | 91 |
Avg Bars in Losers | 37 | 37 | 38 | 37 | 37 | 38 |
Bars Traded | 4826 | 2383 | 2443 | 4826 | 2383 | 2443 |
Profit Streak | 38.016 | 38.016 | 39.016 | 38.016 | 38.016 | 39.016 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73324 | 401601 | -498591 | -176049 | -108943 | -397257 |
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{ "first_band": { "type": "ssf", "factors": { "length": 130, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 130, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 27, "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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