Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37995.1656 | 34169.1219 | 3826.0437 | 43150.9738 | 37973.1239 | 5177.8499 |
Total P&L (%) | 37.9952 | 34.1691 | 3.826 | 43.151 | 37.9731 | 5.1779 |
Avg Daily Profit (%) | 0.7296 | 0.6561 | 0.0735 | 0.6912 | 0.62 | 0.097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8172 | -8795 | -4292 | -10196 | -10957 | -5105 |
Profit Factor | 2.1235 | 2.4723 | 1.3605 | 2.0724 | 2.3532 | 1.4253 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 55.1724 | 58.6207 | 51.7241 | 55.1724 | 58.6207 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.7253 | 1.7452 | 1.2698 | 1.6838 | 1.6611 | 1.3302 |
Largest Winning Trade | 9561 | 9561 | 3228 | 9898 | 9898 | 3919 |
Largest Losing Trade | -7579 | -7579 | -2884 | -9500 | -9500 | -3455 |
Avg Bars in Trades | 305 | 562 | 48 | 305 | 562 | 48 |
Avg Bars in Winners | 299 | 520 | 47 | 299 | 520 | 47 |
Avg Bars in Losers | 313 | 621 | 50 | 313 | 621 | 50 |
Bars Traded | 17733 | 16317 | 1416 | 17733 | 16317 | 1416 |
Profit Streak | 0.7014 | 0.7014 | 1.6056 | 0.7014 | 0.7014 | 1.6056 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169983 | 332740 | -263513 | -169952 | 325523 | -231764 |
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{ "first_band": { "type": "vwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 196, "offset": 0, "scalar": 4 } } }
# | 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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