Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2019156.2832 | 1995139.882 | 24016.4012 | 1473274.1556 | 1103554.3537 | 369719.8019 |
Total P&L (%) | 2019.1563 | 1995.1399 | 24.0164 | 1473.2742 | 1103.5544 | 369.7198 |
Avg Daily Profit (%) | 1.0757 | 1.0629 | 0.0128 | 0.1469 | 0.1326 | 0.0825 |
Buy And Hold Return (%) | 532.0475 | 532.0475 | 532.0475 | 532.0475 | 532.0475 | 532.0475 |
Max Trade Drawdown | -135730 | -163974 | -52958 | -7167850 | -7410109 | -2482172 |
Profit Factor | 5.4158 | 7.9952 | 1.1396 | 1.101 | 1.1154 | 1.0735 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 42.623 | 40 | 45.1613 | 42.623 | 40 | 45.1613 |
Ratio Avg Win / Avg Loss | 7.2905 | 11.9928 | 1.3838 | 1.4821 | 1.6731 | 1.3035 |
Largest Winning Trade | 1236551 | 1236551 | 53556 | 7708319 | 7708319 | 2100479 |
Largest Losing Trade | -32830 | -32830 | -26728 | -2226905 | -2217297 | -2226905 |
Avg Bars in Trades | 177 | 236 | 120 | 177 | 236 | 120 |
Avg Bars in Winners | 314 | 468 | 182 | 314 | 468 | 182 |
Avg Bars in Losers | 75 | 81 | 68 | 75 | 81 | 68 |
Bars Traded | 10808 | 7085 | 3723 | 10808 | 7085 | 3723 |
Profit Streak | 0 | 104.1172 | 0 | 0 | 104.1172 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150045 | 579692 | -410415 | -278432 | -117766 | -390287 |
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 67, "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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