Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156231.2735 | 90302.5337 | 65928.7397 | -112342.2529 | 66916.2407 | -179258.4936 |
Total P&L (%) | 156.2313 | 90.3025 | 65.9287 | -112.3423 | 66.9162 | -179.2585 |
Avg Daily Profit (%) | 0.3 | 0.1734 | 0.1266 | 0 | 0.0984 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101374 | -14171 | -109550 | -272475 | -11772 | -289754 |
Profit Factor | 1.6365 | 2.6873 | 1.3435 | 0.6878 | 3.651 | 0.4642 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 57 | 29 | 28 | 46 | 24 | 22 |
Losing Trades | 32 | 16 | 16 | 43 | 21 | 22 |
Profitability (%) | 64.0449 | 64.4444 | 63.6364 | 51.6854 | 53.3333 | 50 |
Ratio Avg Win / Avg Loss | 0.9187 | 1.4826 | 0.7677 | 0.6429 | 3.1946 | 0.4642 |
Largest Winning Trade | 33590 | 25120 | 33590 | 40423 | 18196 | 40423 |
Largest Losing Trade | -101374 | -9686 | -101374 | -255776 | -9792 | -255776 |
Avg Bars in Trades | 247 | 68 | 430 | 247 | 68 | 430 |
Avg Bars in Winners | 208 | 72 | 348 | 249 | 71 | 444 |
Avg Bars in Losers | 317 | 61 | 574 | 245 | 64 | 417 |
Bars Traded | 22036 | 3076 | 18960 | 22036 | 3076 | 18960 |
Profit Streak | 0 | 0 | 0 | 88.1868 | 88.3743 | 88.1868 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380287 | 460028 | -24358 | -579528 | -54096 | -580729 |
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{ "first_band": { "type": "vwma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 249, "offset": 0, "scalar": 2 } } }
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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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