Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83496.4621 | 47761.1394 | 35735.3226 | 89115.2186 | 79327.3786 | 9787.8401 |
Total P&L (%) | 83.4965 | 47.7611 | 35.7353 | 89.1152 | 79.3274 | 9.7878 |
Avg Daily Profit (%) | 0.6011 | 0.3438 | 0.2573 | 0.4598 | 0.4213 | 0.0672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42456 | -29250 | -28802 | -79049 | -25292 | -67399 |
Profit Factor | 1.451 | 1.4939 | 1.4041 | 1.3488 | 1.7406 | 1.066 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 74.7899 | 67.7966 | 81.6667 | 74.7899 | 67.7966 | 81.6667 |
Ratio Avg Win / Avg Loss | 0.4891 | 0.7096 | 0.3152 | 0.4546 | 0.8268 | 0.2393 |
Largest Winning Trade | 25411 | 25411 | 10426 | 26269 | 26269 | 11436 |
Largest Losing Trade | -19471 | -19471 | -19428 | -37536 | -16294 | -37536 |
Avg Bars in Trades | 107 | 133 | 81 | 107 | 133 | 81 |
Avg Bars in Winners | 59 | 59 | 58 | 59 | 59 | 58 |
Avg Bars in Losers | 250 | 289 | 182 | 250 | 289 | 182 |
Bars Traded | 12782 | 7884 | 4897 | 12782 | 7884 | 4897 |
Profit Streak | 141.1424 | 141.1424 | 152.6216 | 141.1424 | 141.1424 | 152.6216 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495585 | -168663 | -160966 | 429609 | -165548 | -584096 |
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{ "first_band": { "type": "kcl", "factors": { "length": 49, "offset": 0, "scalar": 1 } }, "second_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } } }
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# | 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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