Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383583.1982 | 254223.3869 | 129359.8114 | 151445.275 | 77632.7092 | 73812.5658 |
Total P&L (%) | 383.5832 | 254.2234 | 129.3598 | 151.4453 | 77.6327 | 73.8126 |
Avg Daily Profit (%) | 0.2414 | 0.16 | 0.0814 | 0.0581 | 0.0362 | 0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105304 | -127480 | -49481 | -565625 | -493807 | -317235 |
Profit Factor | 1.7754 | 1.7986 | 1.7335 | 1.075 | 1.0635 | 1.0926 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 69.8413 | 61.2903 | 78.125 | 69.8413 | 61.2903 | 78.125 |
Ratio Avg Win / Avg Loss | 0.7667 | 1.136 | 0.4854 | 0.4642 | 0.6717 | 0.3059 |
Largest Winning Trade | 210604 | 210604 | 36452 | 273060 | 273060 | 145946 |
Largest Losing Trade | -62538 | -62538 | -42064 | -231945 | -231945 | -222763 |
Avg Bars in Trades | 72 | 98 | 46 | 72 | 98 | 46 |
Avg Bars in Winners | 52 | 73 | 36 | 52 | 73 | 36 |
Avg Bars in Losers | 117 | 138 | 79 | 117 | 138 | 79 |
Bars Traded | 4536 | 3056 | 1480 | 4536 | 3056 | 1480 |
Profit Streak | 75.9729 | 75.9729 | 110.3062 | 75.9729 | 75.9729 | 110.3062 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138491 | 416206 | -79158 | -402193 | -294954 | -262218 |
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{ "first_band": { "type": "kcb", "factors": { "length": 40, "offset": 0, "scalar": 4 } }, "second_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 40, "offset": 0, "scalar": 4 } }, "second_band": { "type": "vwma", "factors": { "length": 96, "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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