Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541685.162 | 514472.3854 | 27212.7766 | -2689532.2335 | -729392.0499 | -1960140.1836 |
Total P&L (%) | 541.6852 | 514.4724 | 27.2128 | -2689.5322 | -729.3921 | -1960.1402 |
Avg Daily Profit (%) | 0.2794 | 0.2653 | 0.014 | 0 | 0 | 0 |
Buy And Hold Return (%) | 16.1734 | 16.1734 | 16.1734 | 16.1734 | 16.1734 | 16.1734 |
Max Trade Drawdown | -219902 | -127966 | -282111 | -3175463 | -989770 | -2459288 |
Profit Factor | 1.4662 | 2.0312 | 1.041 | 0.6189 | 0.7662 | 0.5022 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 96 | 40 | 56 | 97 | 56 | 41 |
Losing Trades | 103 | 60 | 43 | 102 | 44 | 58 |
Profitability (%) | 48.2412 | 40 | 56.5657 | 48.7437 | 56 | 41.4141 |
Ratio Avg Win / Avg Loss | 1.5731 | 3.0469 | 0.7994 | 0.6508 | 0.602 | 0.7105 |
Largest Winning Trade | 196721 | 196721 | 51432 | 373605 | 217850 | 373605 |
Largest Losing Trade | -189368 | -27173 | -189368 | -537853 | -494897 | -537853 |
Avg Bars in Trades | 113 | 85 | 142 | 113 | 85 | 142 |
Avg Bars in Winners | 142 | 103 | 170 | 101 | 82 | 127 |
Avg Bars in Losers | 87 | 73 | 106 | 126 | 89 | 154 |
Bars Traded | 22664 | 8520 | 14144 | 22664 | 8520 | 14144 |
Profit Streak | 0 | 0 | 0 | 47.1586 | 47.1586 | 53.0753 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406248 | 298080 | -359579 | -579236 | -579728 | -583844 |
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{ "first_band": { "type": "vwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 132, "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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