Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387214.9232 | 328087.747 | 59127.1762 | 101916.2901 | 239302.1077 | -137385.8176 |
Total P&L (%) | 387.2149 | 328.0877 | 59.1272 | 101.9163 | 239.3021 | -137.3858 |
Avg Daily Profit (%) | 0.1859 | 0.1575 | 0.0284 | 0.0337 | 0.0587 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112731 | -93923 | -82090 | -552486 | -594881 | -498197 |
Profit Factor | 1.4373 | 1.6374 | 1.1595 | 1.0275 | 1.1092 | 0.9095 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 73.2283 | 73.2283 | 73.2283 | 73.2283 | 73.2283 | 73.2283 |
Ratio Avg Win / Avg Loss | 0.5254 | 0.5986 | 0.4239 | 0.3756 | 0.4055 | 0.3325 |
Largest Winning Trade | 71580 | 71580 | 17914 | 187049 | 187049 | 68494 |
Largest Losing Trade | -72009 | -72009 | -69884 | -455511 | -387410 | -455511 |
Avg Bars in Trades | 96 | 156 | 36 | 96 | 156 | 36 |
Avg Bars in Winners | 49 | 69 | 29 | 49 | 69 | 29 |
Avg Bars in Losers | 224 | 392 | 56 | 224 | 392 | 56 |
Bars Traded | 24470 | 19853 | 4617 | 24470 | 19853 | 4617 |
Profit Streak | 76.1892 | 95.8559 | 76.1892 | 76.1892 | 95.8559 | 76.1892 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450595 | 433854 | -198436 | -334028 | -212141 | -576741 |
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{ "first_band": { "type": "kcl", "factors": { "length": 27, "offset": 0, "scalar": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 235, "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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