Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69690.8947 | 12094.7848 | 57596.1099 | 30026.2387 | -7511.2949 | 37537.5336 |
Total P&L (%) | 69.6909 | 12.0948 | 57.5961 | 30.0262 | -7.5113 | 37.5375 |
Avg Daily Profit (%) | 0.2676 | 0.0464 | 0.2212 | 0.1009 | -0.03 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89155 | -33146 | -77489 | -148357 | -52085 | -125865 |
Profit Factor | 1.2618 | 1.1167 | 1.3543 | 1.0756 | 0.9507 | 1.1533 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 149 | 68 | 81 | 149 | 68 | 81 |
Losing Trades | 62 | 38 | 24 | 62 | 38 | 24 |
Profitability (%) | 70.6161 | 64.1509 | 77.1429 | 70.6161 | 64.1509 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.5251 | 0.6241 | 0.4013 | 0.4476 | 0.5313 | 0.3417 |
Largest Winning Trade | 8722 | 8393 | 8722 | 14347 | 9295 | 14347 |
Largest Losing Trade | -57032 | -16481 | -57032 | -80090 | -22682 | -80090 |
Avg Bars in Trades | 114 | 45 | 184 | 114 | 45 | 184 |
Avg Bars in Winners | 60 | 26 | 89 | 60 | 26 | 89 |
Avg Bars in Losers | 244 | 79 | 507 | 244 | 79 | 507 |
Bars Traded | 24216 | 4818 | 19398 | 24216 | 4818 | 19398 |
Profit Streak | 7.6067 | 7.6275 | 7.6067 | 7.6067 | 7.6275 | 7.6067 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376776 | -323494 | 338842 | -196349 | -579000 | -81844 |
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{ "first_band": { "type": "vwma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 211, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 211, "offset": 0, "scalar": 4 } } }
# | 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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