Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377122.5213 | 527514.6537 | -150392.1324 | -87647.3289 | 156690.9003 | -244338.2293 |
Total P&L (%) | 377.1225 | 527.5147 | -150.3921 | -87.6473 | 156.6909 | -244.3382 |
Avg Daily Profit (%) | 0.2034 | 0.2845 | -0.0811 | -0.1127 | 0.0509 | 0 |
Buy And Hold Return (%) | 66.2118 | 66.2118 | 66.2118 | 66.2118 | 66.2118 | 66.2118 |
Max Trade Drawdown | -230381 | -137716 | -156403 | -2452345 | -2176720 | -359410 |
Profit Factor | 1.6598 | 2.4079 | 0.2363 | 0.9772 | 1.0466 | 0.4986 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Profitability (%) | 58.9041 | 69.4444 | 48.6486 | 58.9041 | 69.4444 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.158 | 1.0595 | 0.2494 | 0.6818 | 0.4605 | 0.5263 |
Largest Winning Trade | 320314 | 320314 | 6453 | 961291 | 961291 | 117874 |
Largest Losing Trade | -87622 | -87622 | -52195 | -1569896 | -1569896 | -102203 |
Avg Bars in Trades | 280 | 553 | 15 | 280 | 553 | 15 |
Avg Bars in Winners | 145 | 244 | 8 | 145 | 244 | 8 |
Avg Bars in Losers | 474 | 1254 | 22 | 474 | 1254 | 22 |
Bars Traded | 20492 | 19917 | 575 | 20492 | 19917 | 575 |
Profit Streak | 83.887 | 0 | 142.3037 | 83.887 | 0 | 142.3037 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65474 | 531169 | -580058 | -655065 | -297855 | -580058 |
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{ "first_band": { "type": "vwma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 64, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 64, "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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