Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297814.4554 | 241258.8659 | 56555.5896 | -50273.5272 | 40333.8113 | -90607.3385 |
Total P&L (%) | 297.8145 | 241.2589 | 56.5556 | -50.2735 | 40.3338 | -90.6073 |
Avg Daily Profit (%) | 0.1863 | 0.1509 | 0.0354 | -0.0437 | 0.0212 | -0.1478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158991 | -114158 | -108118 | -408434 | -250952 | -318715 |
Profit Factor | 1.4046 | 1.5809 | 1.1763 | 0.9636 | 1.0549 | 0.8597 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.322 | 1.4879 | 1.1071 | 0.9069 | 0.9928 | 0.8092 |
Largest Winning Trade | 243316 | 243316 | 51503 | 164980 | 164980 | 53811 |
Largest Losing Trade | -67169 | -67169 | -63128 | -128606 | -126653 | -128606 |
Avg Bars in Trades | 68 | 98 | 39 | 68 | 98 | 39 |
Avg Bars in Winners | 74 | 100 | 47 | 74 | 100 | 47 |
Avg Bars in Losers | 63 | 96 | 29 | 63 | 96 | 29 |
Bars Traded | 9106 | 6525 | 2581 | 9106 | 6525 | 2581 |
Profit Streak | 54.4433 | 54.4433 | 125.4433 | 54.4433 | 54.4433 | 125.4433 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372439 | -113577 | -295671 | -578659 | -451166 | -703342 |
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{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 102, "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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