Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308045.0907 | 1258230.4063 | 49814.6844 | 1583838.5733 | 5105412.2433 | -3521573.67 |
Total P&L (%) | 1308.0451 | 1258.2304 | 49.8147 | 1583.8386 | 5105.4122 | -3521.5737 |
Avg Daily Profit (%) | 0.5228 | 0.5029 | 0.0199 | 0.1129 | 0.1581 | 0 |
Buy And Hold Return (%) | 434.1049 | 434.1049 | 434.1049 | 434.1049 | 434.1049 | 434.1049 |
Max Trade Drawdown | -139418 | -55258 | -108214 | -12801384 | -5630309 | -11253919 |
Profit Factor | 3.7663 | 7.4632 | 1.1791 | 1.0563 | 1.4814 | 0.7993 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 36.5079 | 31.25 | 41.9355 | 36.5079 | 31.25 | 41.9355 |
Ratio Avg Win / Avg Loss | 6.5501 | 16.419 | 1.6326 | 1.837 | 3.2591 | 1.1068 |
Largest Winning Trade | 925326 | 925326 | 54263 | 6998839 | 6998839 | 4945651 |
Largest Losing Trade | -61116 | -17084 | -61116 | -8852890 | -1604356 | -8852890 |
Avg Bars in Trades | 114 | 99 | 130 | 114 | 99 | 130 |
Avg Bars in Winners | 230 | 208 | 246 | 230 | 208 | 246 |
Avg Bars in Losers | 48 | 49 | 45 | 48 | 49 | 45 |
Bars Traded | 7215 | 3183 | 4032 | 7215 | 3183 | 4032 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141936 | 310659 | -357641 | -358421 | 95730 | -582287 |
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{ "first_band": { "type": "vwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 3 } } }
# | 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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