Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1352672.3316 | 1244929.1948 | 107743.1368 | 9868172.7576 | 8009029.8577 | 1859142.8999 |
Total P&L (%) | 1352.6723 | 1244.9292 | 107.7431 | 9868.1728 | 8009.0299 | 1859.1429 |
Avg Daily Profit (%) | 0.7441 | 0.6848 | 0.0593 | 0.2535 | 0.2421 | 0.1638 |
Buy And Hold Return (%) | 543.459 | 543.459 | 543.459 | 543.459 | 543.459 | 543.459 |
Max Trade Drawdown | -44390 | -50582 | -48357 | -4841135 | -5907639 | -3678103 |
Profit Factor | 3.2237 | 5.027 | 1.3602 | 1.3112 | 1.4691 | 1.127 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 33.3333 | 31.9149 | 34.7368 | 33.3333 | 31.9149 | 34.7368 |
Ratio Avg Win / Avg Loss | 6.4474 | 10.7242 | 2.5555 | 2.6224 | 3.1341 | 2.1174 |
Largest Winning Trade | 726654 | 726654 | 75412 | 6697066 | 6697066 | 3239249 |
Largest Losing Trade | -17695 | -15151 | -17695 | -1206449 | -1206449 | -977248 |
Avg Bars in Trades | 112 | 117 | 107 | 112 | 117 | 107 |
Avg Bars in Winners | 240 | 245 | 235 | 240 | 245 | 235 |
Avg Bars in Losers | 48 | 57 | 40 | 48 | 57 | 40 |
Bars Traded | 21297 | 11043 | 10254 | 21297 | 11043 | 10254 |
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 | 350245 | 277533 | -284235 | 153586 | 118426 | -80956 |
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{ "first_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 1 } }, "second_band": { "type": "vwma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 1 } }, "second_band": { "type": "vwma", "factors": { "length": 16, "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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