Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9465004.2846 | 9578406.4876 | -113402.203 | 162195.9113 | 481044.4641 | -318848.5528 |
Total P&L (%) | 9465.0043 | 9578.4065 | -113.4022 | 162.1959 | 481.0445 | -318.8486 |
Avg Daily Profit (%) | 4.8192 | 4.877 | -0.0577 | 0.0491 | 0.0896 | 0 |
Buy And Hold Return (%) | 1544.56 | 1544.56 | 1544.56 | 1544.56 | 1544.56 | 1544.56 |
Max Trade Drawdown | -201756 | -92707 | -132435 | -1211204 | -692601 | -792232 |
Profit Factor | 15.4306 | 27.8467 | 0.6209 | 1.0526 | 1.2738 | 0.7598 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 39.2405 | 35.8974 | 42.5 | 39.2405 | 35.8974 | 42.5 |
Ratio Avg Win / Avg Loss | 23.8926 | 49.7263 | 0.84 | 1.6298 | 2.2746 | 1.0279 |
Largest Winning Trade | 9671266 | 9671266 | 61135 | 1203184 | 1203184 | 556615 |
Largest Losing Trade | -46312 | -46312 | -43310 | -443923 | -295219 | -443923 |
Avg Bars in Trades | 71 | 100 | 43 | 71 | 100 | 43 |
Avg Bars in Winners | 129 | 203 | 68 | 129 | 203 | 68 |
Avg Bars in Losers | 34 | 43 | 25 | 34 | 43 | 25 |
Bars Traded | 5674 | 3928 | 1745 | 5674 | 3928 | 1745 |
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 | -11571 | 665131 | -583666 | -490158 | -243498 | -581999 |
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{ "first_band": { "type": "vwma", "factors": { "length": 25, "offset": 74 } }, "second_band": { "type": "kcu", "factors": { "length": 31, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 25, "offset": 74 } }, "second_band": { "type": "kcu", "factors": { "length": 31, "offset": 0, "scalar": 3 } } }
# | 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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