Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459643.7677 | 417552.7638 | 42091.0039 | -232145.6647 | 569423.2724 | -801568.9371 |
Total P&L (%) | 459.6438 | 417.5528 | 42.091 | -232.1457 | 569.4233 | -801.5689 |
Avg Daily Profit (%) | 0.195 | 0.1771 | 0.0179 | 0 | 0.0807 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154382 | -86554 | -159926 | -1879295 | -426703 | -1653931 |
Profit Factor | 1.6234 | 2.5402 | 1.0903 | 0.9484 | 1.4602 | 0.7542 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 21 | 25 | 50 | 25 | 25 |
Losing Trades | 39 | 21 | 18 | 35 | 17 | 18 |
Profitability (%) | 54.1176 | 50 | 58.1395 | 58.8235 | 59.5238 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.3763 | 2.5402 | 0.785 | 0.6639 | 0.993 | 0.543 |
Largest Winning Trade | 144486 | 144486 | 59346 | 476401 | 275496 | 476401 |
Largest Losing Trade | -115238 | -44097 | -115238 | -1174097 | -240542 | -1174097 |
Avg Bars in Trades | 107 | 87 | 126 | 107 | 87 | 126 |
Avg Bars in Winners | 116 | 100 | 129 | 119 | 101 | 136 |
Avg Bars in Losers | 96 | 74 | 122 | 90 | 67 | 112 |
Bars Traded | 9121 | 3680 | 5441 | 9121 | 3680 | 5441 |
Profit Streak | 12.2275 | 0 | 77.7275 | 0 | 242.7275 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393166 | 443223 | -291859 | -579407 | -82754 | -579672 |
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{ "first_band": { "type": "vwma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 3 } } }
# | 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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