Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177874.9254 | 174903.7475 | 2971.1779 | 67156.2745 | 55853.9435 | 11302.3309 |
Total P&L (%) | 177.8749 | 174.9037 | 2.9712 | 67.1563 | 55.8539 | 11.3023 |
Avg Daily Profit (%) | 0.1708 | 0.1679 | 0.0029 | 0.0493 | 0.0426 | 0.0103 |
Buy And Hold Return (%) | 25.2751 | 25.2751 | 25.2751 | 25.2751 | 25.2751 | 25.2751 |
Max Trade Drawdown | -94151 | -95188 | -23789 | -236022 | -245517 | -36371 |
Profit Factor | 1.3778 | 1.4598 | 1.0329 | 1.0778 | 1.0774 | 1.0795 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 61.5721 | 59.6491 | 63.4783 | 61.5721 | 59.6491 | 63.4783 |
Ratio Avg Win / Avg Loss | 0.8599 | 0.9875 | 0.5943 | 0.6727 | 0.7289 | 0.6211 |
Largest Winning Trade | 89237 | 89237 | 5698 | 115733 | 115733 | 8655 |
Largest Losing Trade | -36286 | -36286 | -17567 | -95129 | -95129 | -26352 |
Avg Bars in Trades | 105 | 206 | 5 | 105 | 206 | 5 |
Avg Bars in Winners | 73 | 148 | 4 | 73 | 148 | 4 |
Avg Bars in Losers | 155 | 292 | 5 | 155 | 292 | 5 |
Bars Traded | 24127 | 23523 | 604 | 24127 | 23523 | 604 |
Profit Streak | 6.3139 | 7.0223 | 6.3139 | 6.3139 | 7.0223 | 6.3139 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364632 | 333221 | -538332 | -263223 | -275922 | -477207 |
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 4 } }, "second_band": { "type": "vwma", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 4 } }, "second_band": { "type": "vwma", "factors": { "length": 77, "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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