Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167771.9438 | 138147.1905 | 29624.7533 | 197916.612 | 160694.2908 | 37222.3211 |
Total P&L (%) | 167.7719 | 138.1472 | 29.6248 | 197.9166 | 160.6943 | 37.2223 |
Avg Daily Profit (%) | 0.3221 | 0.2652 | 0.0569 | 0.2098 | 0.1841 | 0.0608 |
Buy And Hold Return (%) | 31.9078 | 31.9078 | 31.9078 | 31.9078 | 31.9078 | 31.9078 |
Max Trade Drawdown | -57627 | -15487 | -91051 | -64776 | -18416 | -92808 |
Profit Factor | 1.7274 | 3.5994 | 1.1669 | 1.6351 | 3.2142 | 1.1557 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 46.7532 | 53.8462 | 39.4737 | 46.7532 | 53.8462 | 39.4737 |
Ratio Avg Win / Avg Loss | 1.9673 | 3.0852 | 1.7892 | 1.8622 | 2.755 | 1.7721 |
Largest Winning Trade | 79150 | 79150 | 42330 | 54087 | 54087 | 43593 |
Largest Losing Trade | -21439 | -8826 | -21439 | -45500 | -12936 | -45500 |
Avg Bars in Trades | 311 | 74 | 555 | 311 | 74 | 555 |
Avg Bars in Winners | 523 | 105 | 1109 | 523 | 105 | 1109 |
Avg Bars in Losers | 125 | 38 | 194 | 125 | 38 | 194 |
Bars Traded | 24021 | 2910 | 21111 | 24021 | 2910 | 21111 |
Profit Streak | 30.6337 | 30.6546 | 30.6337 | 30.6337 | 30.6546 | 30.6337 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35869 | 502879 | -322688 | -36377 | 477767 | -277975 |
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{ "first_band": { "type": "kcu", "factors": { "length": 180, "offset": 0, "scalar": 4 } }, "second_band": { "type": "vwma", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 180, "offset": 0, "scalar": 4 } }, "second_band": { "type": "vwma", "factors": { "length": 48, "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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