Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588544.2231 | 410695.4053 | 177848.8178 | 734858.6575 | 361732.238 | 373126.4195 |
Total P&L (%) | 588.5442 | 410.6954 | 177.8488 | 734.8587 | 361.7322 | 373.1264 |
Avg Daily Profit (%) | 0.3094 | 0.2159 | 0.0935 | 0.1116 | 0.0805 | 0.0817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131531 | -202510 | -69525 | -1310714 | -1357636 | -508144 |
Profit Factor | 1.656 | 1.7102 | 1.5576 | 1.1658 | 1.1275 | 1.2339 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 42.1965 | 38.3721 | 45.977 | 42.1965 | 38.3721 | 45.977 |
Ratio Avg Win / Avg Loss | 2.2685 | 2.7467 | 1.8302 | 1.597 | 1.8108 | 1.4499 |
Largest Winning Trade | 172315 | 172315 | 45560 | 755365 | 755365 | 261309 |
Largest Losing Trade | -33193 | -33193 | -32667 | -294295 | -294295 | -228636 |
Avg Bars in Trades | 43 | 56 | 30 | 43 | 56 | 30 |
Avg Bars in Winners | 62 | 87 | 41 | 62 | 87 | 41 |
Avg Bars in Losers | 29 | 37 | 20 | 29 | 37 | 20 |
Bars Traded | 7534 | 4901 | 2633 | 7534 | 4901 | 2633 |
Profit Streak | 504.0252 | 510.7752 | 504.0252 | 504.0252 | 510.7752 | 504.0252 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393875 | 242506 | -66664 | -81758 | -168961 | -85432 |
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{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 61, "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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