Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286412.9394 | 1288026.736 | -1613.7965 | 101911.1202 | -103562.9621 | 205474.0822 |
Total P&L (%) | 1286.4129 | 1288.0267 | -1.6138 | 101.9111 | -103.563 | 205.4741 |
Avg Daily Profit (%) | 0.6177 | 0.6185 | -0.0008 | 0.0337 | 0 | 0.0536 |
Buy And Hold Return (%) | 116.7665 | 116.7665 | 116.7665 | 116.7665 | 116.7665 | 116.7665 |
Max Trade Drawdown | -127304 | -121160 | -51104 | -2248220 | -1948090 | -377576 |
Profit Factor | 2.7676 | 3.3197 | 0.9906 | 1.0141 | 0.9817 | 1.1308 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 43.1579 | 36.1702 | 50 | 43.1579 | 36.1702 | 50 |
Ratio Avg Win / Avg Loss | 3.6451 | 5.8583 | 0.9906 | 1.3357 | 1.7324 | 1.1308 |
Largest Winning Trade | 1102156 | 1102156 | 25825 | 1247767 | 1247767 | 466781 |
Largest Losing Trade | -57075 | -57075 | -22576 | -612509 | -612509 | -246827 |
Avg Bars in Trades | 254 | 464 | 49 | 254 | 464 | 49 |
Avg Bars in Winners | 308 | 674 | 50 | 308 | 674 | 50 |
Avg Bars in Losers | 213 | 345 | 49 | 213 | 345 | 49 |
Bars Traded | 24198 | 21813 | 2385 | 24198 | 21813 | 2385 |
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 | 521352 | 455923 | -580689 | -521001 | -583297 | -206336 |
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{ "first_band": { "type": "vwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 142, "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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