Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132397.2142 | 114598.665 | 17798.5492 | -12230.5654 | -44963.4589 | 32732.8935 |
Total P&L (%) | 132.3972 | 114.5987 | 17.7985 | -12.2306 | -44.9635 | 32.7329 |
Avg Daily Profit (%) | 0.2542 | 0.22 | 0.0342 | -0.025 | -0.1146 | 0.0544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69622 | -75278 | -20893 | -130682 | -142719 | -25993 |
Profit Factor | 1.4185 | 1.4566 | 1.2723 | 0.9681 | 0.8583 | 1.4932 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 79 | 32 | 47 | 79 | 32 | 47 |
Losing Trades | 57 | 36 | 21 | 57 | 36 | 21 |
Profitability (%) | 58.0882 | 47.0588 | 69.1176 | 58.0882 | 47.0588 | 69.1176 |
Ratio Avg Win / Avg Loss | 1.0235 | 1.6387 | 0.5685 | 0.6985 | 0.9655 | 0.6672 |
Largest Winning Trade | 222866 | 222866 | 8067 | 132975 | 132975 | 14168 |
Largest Losing Trade | -44667 | -44667 | -15573 | -96736 | -96736 | -20898 |
Avg Bars in Trades | 182 | 343 | 20 | 182 | 343 | 20 |
Avg Bars in Winners | 92 | 202 | 17 | 92 | 202 | 17 |
Avg Bars in Losers | 306 | 468 | 28 | 306 | 468 | 28 |
Bars Traded | 24770 | 23363 | 1407 | 24770 | 23363 | 1407 |
Profit Streak | 0 | 0 | 49.1142 | 0 | 0 | 49.1142 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350363 | -101226 | -263353 | -579938 | -691948 | -229567 |
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{ "first_band": { "type": "kcl", "factors": { "length": 37, "offset": 0, "scalar": 4 } }, "second_band": { "type": "vwma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 37, "offset": 0, "scalar": 4 } }, "second_band": { "type": "vwma", "factors": { "length": 138, "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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