Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1348118.5525 | 1299209.847 | 48908.7056 | 2682559.991 | 3267209.3941 | -584649.403 |
Total P&L (%) | 1348.1186 | 1299.2098 | 48.9087 | 2682.56 | 3267.2094 | -584.6494 |
Avg Daily Profit (%) | 0.7441 | 0.7171 | 0.027 | 0.1837 | 0.1943 | 0 |
Buy And Hold Return (%) | 502.1469 | 502.1469 | 502.1469 | 502.1469 | 502.1469 | 502.1469 |
Max Trade Drawdown | -146503 | -75155 | -83063 | -4317049 | -3029125 | -2445526 |
Profit Factor | 3.3893 | 5.9326 | 1.1626 | 1.2324 | 1.6168 | 0.9064 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 40.6593 | 33.3333 | 47.8261 | 40.6593 | 33.3333 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.9465 | 11.8653 | 1.2683 | 1.7986 | 3.2335 | 0.9888 |
Largest Winning Trade | 699047 | 699047 | 76174 | 2551450 | 2551450 | 1569988 |
Largest Losing Trade | -38378 | -33030 | -38378 | -1097166 | -1097166 | -941161 |
Avg Bars in Trades | 117 | 108 | 126 | 117 | 108 | 126 |
Avg Bars in Winners | 199 | 185 | 208 | 199 | 185 | 208 |
Avg Bars in Losers | 61 | 70 | 50 | 61 | 70 | 50 |
Bars Traded | 10687 | 4891 | 5796 | 10687 | 4891 | 5796 |
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 | 445970 | 397533 | -365066 | 150683 | 154981 | -581549 |
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{ "first_band": { "type": "kcb", "factors": { "length": 143, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 29, "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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