Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2299907.5923 | 2407714.0146 | -107806.4223 | -58756.4954 | 411978.3908 | -470734.8862 |
Total P&L (%) | 2299.9076 | 2407.714 | -107.8064 | -58.7565 | 411.9784 | -470.7349 |
Avg Daily Profit (%) | 1.2168 | 1.2739 | -0.057 | -0.0468 | 0.0864 | 0 |
Buy And Hold Return (%) | 251.4493 | 251.4493 | 251.4493 | 251.4493 | 251.4493 | 251.4493 |
Max Trade Drawdown | -202801 | -172522 | -137953 | -2179995 | -1663260 | -821628 |
Profit Factor | 3.4136 | 5.2745 | 0.7233 | 0.9884 | 1.1179 | 0.6965 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 46.4789 | 38.0282 | 54.9296 | 46.4789 | 38.0282 | 54.9296 |
Ratio Avg Win / Avg Loss | 3.9308 | 8.5955 | 0.5935 | 1.1381 | 1.8217 | 0.5715 |
Largest Winning Trade | 2152678 | 2152678 | 45551 | 2087548 | 2087548 | 146004 |
Largest Losing Trade | -48996 | -47859 | -48996 | -1063074 | -1063074 | -391859 |
Avg Bars in Trades | 155 | 185 | 125 | 155 | 185 | 125 |
Avg Bars in Winners | 188 | 248 | 146 | 188 | 248 | 146 |
Avg Bars in Losers | 127 | 146 | 100 | 127 | 146 | 100 |
Bars Traded | 22096 | 13165 | 8931 | 22096 | 13165 | 8931 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 686253 | -70040 | -666819 | -580104 | -268204 | -666819 |
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{ "first_band": { "type": "kcb", "factors": { "length": 229, "offset": 0, "scalar": 1 } }, "second_band": { "type": "vwma", "factors": { "length": 221, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 229, "offset": 0, "scalar": 1 } }, "second_band": { "type": "vwma", "factors": { "length": 221, "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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