Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357867.4809 | 381576.2687 | -23708.7878 | 8030.1343 | 165972.1931 | -157942.0588 |
Total P&L (%) | 357.8675 | 381.5763 | -23.7088 | 8.0301 | 165.9722 | -157.9421 |
Avg Daily Profit (%) | 0.1917 | 0.2044 | -0.0127 | 0.0041 | 0.0524 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229557 | -99530 | -186784 | -210546 | -52863 | -170379 |
Profit Factor | 1.6062 | 2.4499 | 0.9275 | 1.0256 | 2.7752 | 0.2829 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 44.6154 | 45.4545 | 43.75 | 44.6154 | 45.4545 | 43.75 |
Ratio Avg Win / Avg Loss | 1.9939 | 2.9399 | 1.1925 | 1.2732 | 3.3303 | 0.3638 |
Largest Winning Trade | 198083 | 198083 | 55279 | 145783 | 145783 | 18172 |
Largest Losing Trade | -48666 | -48666 | -48638 | -88493 | -35927 | -88493 |
Avg Bars in Trades | 160 | 140 | 181 | 160 | 140 | 181 |
Avg Bars in Winners | 241 | 200 | 285 | 241 | 200 | 285 |
Avg Bars in Losers | 95 | 89 | 101 | 95 | 89 | 101 |
Bars Traded | 10440 | 4624 | 5816 | 10440 | 4624 | 5816 |
Profit Streak | 320.5379 | 358.2046 | 320.5379 | 320.538 | 358.2046 | 320.538 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126394 | 427599 | -580607 | -682425 | -118062 | -582274 |
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{ "first_band": { "type": "vwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 2 } } }
# | 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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