Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34299.9134 | 16478.0809 | 17821.8325 | 33531.7878 | 14857.4226 | 18674.3652 |
Total P&L (%) | 34.2999 | 16.4781 | 17.8218 | 33.5318 | 14.8574 | 18.6744 |
Avg Daily Profit (%) | 0.4437 | 0.2132 | 0.2306 | 0.3748 | 0.1794 | 0.2217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23641 | -30204 | -7668 | -24671 | -30462 | -7099 |
Profit Factor | 1.4235 | 1.2686 | 1.9071 | 1.4198 | 1.2438 | 1.9867 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 56.3218 | 55.814 | 56.8182 | 56.3218 | 55.814 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.1039 | 1.0043 | 1.4494 | 1.1011 | 0.9847 | 1.5099 |
Largest Winning Trade | 11426 | 11426 | 6855 | 10456 | 10456 | 7773 |
Largest Losing Trade | -10461 | -10461 | -2352 | -11053 | -11053 | -2229 |
Avg Bars in Trades | 238 | 447 | 34 | 238 | 447 | 34 |
Avg Bars in Winners | 193 | 358 | 35 | 193 | 358 | 35 |
Avg Bars in Losers | 295 | 559 | 32 | 295 | 559 | 32 |
Bars Traded | 20732 | 19232 | 1500 | 20732 | 19232 | 1500 |
Profit Streak | 18.8375 | 18.8375 | 27.6222 | 18.8375 | 18.8375 | 27.6222 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301014 | -2222 | 103321 | 276540 | -9751 | 166602 |
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{ "first_band": { "type": "kcl", "factors": { "length": 108, "offset": 203, "scalar": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 222, "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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