Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2620381.2457 | 2676408.5554 | -56027.3097 | 58260.7066 | -368632.8464 | 426893.553 |
Total P&L (%) | 2620.3812 | 2676.4086 | -56.0273 | 58.2607 | -368.6328 | 426.8936 |
Avg Daily Profit (%) | 1.1793 | 1.2045 | -0.0252 | 0.0207 | 0 | 0.0748 |
Buy And Hold Return (%) | 417.9157 | 417.9157 | 417.9157 | 417.9157 | 417.9157 | 417.9157 |
Max Trade Drawdown | -192410 | -122331 | -116716 | -4845226 | -3579581 | -1351274 |
Profit Factor | 4.5653 | 7.6779 | 0.8323 | 1.0062 | 0.9429 | 1.1443 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44 | 45.9459 | 42.1053 | 44 | 45.9459 | 42.1053 |
Ratio Avg Win / Avg Loss | 5.8104 | 9.0328 | 1.1445 | 1.2806 | 1.1093 | 1.5734 |
Largest Winning Trade | 2643991 | 2643991 | 41933 | 2302548 | 2302548 | 1304334 |
Largest Losing Trade | -53736 | -44588 | -53736 | -2000242 | -2000242 | -594861 |
Avg Bars in Trades | 58 | 81 | 34 | 58 | 81 | 34 |
Avg Bars in Winners | 59 | 78 | 38 | 59 | 78 | 38 |
Avg Bars in Losers | 57 | 84 | 32 | 57 | 84 | 32 |
Bars Traded | 4350 | 3026 | 1324 | 4350 | 3026 | 1324 |
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 | -43126 | 722773 | -582168 | -608363 | -580682 | -315925 |
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 86, "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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