Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073497.4919 | 1062042.0203 | 11455.4717 | 496464.5779 | 6668828.8619 | -6172364.284 |
Total P&L (%) | 1073.4975 | 1062.042 | 11.4555 | 496.4646 | 6668.8289 | -6172.3643 |
Avg Daily Profit (%) | 0.4279 | 0.4234 | 0.0046 | 0.0712 | 0.1682 | 0 |
Buy And Hold Return (%) | 473.0479 | 473.0479 | 473.0479 | 473.0479 | 473.0479 | 473.0479 |
Max Trade Drawdown | -138351 | -97398 | -93142 | -11181453 | -5006285 | -7864058 |
Profit Factor | 2.6928 | 4.3638 | 1.036 | 1.0205 | 1.6885 | 0.5754 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 48.1013 | 45 | 51.2821 | 48.1013 | 45 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.9054 | 5.3335 | 0.9842 | 1.1011 | 2.0638 | 0.5467 |
Largest Winning Trade | 712757 | 712757 | 49710 | 8955898 | 8955898 | 2541794 |
Largest Losing Trade | -70219 | -36913 | -70219 | -4216631 | -1923467 | -4216631 |
Avg Bars in Trades | 62 | 83 | 40 | 62 | 83 | 40 |
Avg Bars in Winners | 83 | 114 | 55 | 83 | 114 | 55 |
Avg Bars in Losers | 42 | 58 | 24 | 42 | 58 | 24 |
Bars Traded | 4920 | 3341 | 1579 | 4920 | 3341 | 1579 |
Profit Streak | 7.2931 | 10.7931 | 0 | 7.2931 | 10.7931 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21305 | 386993 | -534928 | -477545 | 348989 | -580591 |
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{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 82, "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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