Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110326.5517 | 60766.5232 | 49560.0286 | 145111.2569 | 93667.6211 | 51443.6358 |
Total P&L (%) | 110.3266 | 60.7665 | 49.56 | 145.1113 | 93.6676 | 51.4436 |
Avg Daily Profit (%) | 0.7942 | 0.4375 | 0.3568 | 0.6475 | 0.477 | 0.2992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34474 | -25599 | -27574 | -46042 | -28754 | -42913 |
Profit Factor | 1.3501 | 1.3627 | 1.3358 | 1.3125 | 1.3966 | 1.2254 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Profitability (%) | 50.5792 | 49.6124 | 51.5385 | 50.5792 | 49.6124 | 51.5385 |
Ratio Avg Win / Avg Loss | 1.3192 | 1.384 | 1.2561 | 1.2824 | 1.4184 | 1.1522 |
Largest Winning Trade | 15568 | 15568 | 13670 | 23579 | 23579 | 21383 |
Largest Losing Trade | -15906 | -13053 | -15906 | -24515 | -13732 | -24515 |
Avg Bars in Trades | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Winners | 58 | 61 | 54 | 58 | 61 | 54 |
Avg Bars in Losers | 42 | 39 | 46 | 42 | 39 | 46 |
Bars Traded | 13119 | 6517 | 6602 | 13119 | 6517 | 6602 |
Profit Streak | 137.3326 | 0 | 138.4471 | 137.3326 | 0 | 138.4471 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479120 | 264899 | 240140 | 425688 | 306675 | 203012 |
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{ "first_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 98, "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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