Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033824.858 | 1123602.1621 | -89777.3042 | -59239.3895 | 331881.2733 | -391120.6629 |
Total P&L (%) | 1033.8249 | 1123.6022 | -89.7773 | -59.2394 | 331.8813 | -391.1207 |
Avg Daily Profit (%) | 0.5703 | 0.6198 | -0.0495 | -0.0495 | 0.0807 | 0 |
Buy And Hold Return (%) | 522.1768 | 522.1768 | 522.1768 | 522.1768 | 522.1768 | 522.1768 |
Max Trade Drawdown | -171271 | -152700 | -121749 | -1128319 | -900171 | -560941 |
Profit Factor | 2.6206 | 3.7339 | 0.6044 | 0.9672 | 1.2835 | 0.3843 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 45.9459 | 40.5405 | 51.3514 | 45.9459 | 40.5405 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.083 | 5.4764 | 0.5726 | 1.1379 | 1.8825 | 0.3641 |
Largest Winning Trade | 986862 | 986862 | 20476 | 986862 | 986862 | 55746 |
Largest Losing Trade | -84731 | -69358 | -84731 | -461348 | -400042 | -461348 |
Avg Bars in Trades | 285 | 502 | 69 | 285 | 502 | 69 |
Avg Bars in Winners | 258 | 475 | 87 | 258 | 475 | 87 |
Avg Bars in Losers | 309 | 521 | 49 | 309 | 521 | 49 |
Bars Traded | 21156 | 18602 | 2554 | 21156 | 18602 | 2554 |
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 | -61176 | 321920 | -580597 | -649465 | -253512 | -580597 |
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{ "first_band": { "type": "vwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 218, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 218, "offset": 0, "scalar": 2 } } }
# | 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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