Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84439.3046 | 41037.1427 | 43402.1619 | 89427.5872 | 56362.6109 | 33064.9763 |
Total P&L (%) | 84.4393 | 41.0371 | 43.4022 | 89.4276 | 56.3626 | 33.065 |
Avg Daily Profit (%) | 0.3242 | 0.1576 | 0.1667 | 0.2456 | 0.1718 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39012 | -25926 | -40473 | -75456 | -52365 | -72948 |
Profit Factor | 1.6251 | 1.7284 | 1.5512 | 1.3619 | 1.5504 | 1.2285 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 42.8571 | 53.125 | 32.2581 | 42.8571 | 53.125 | 32.2581 |
Ratio Avg Win / Avg Loss | 2.1668 | 1.525 | 3.2575 | 1.8159 | 1.368 | 2.5798 |
Largest Winning Trade | 31564 | 31564 | 30722 | 52453 | 52453 | 32856 |
Largest Losing Trade | -13690 | -13690 | -9620 | -20622 | -20622 | -16813 |
Avg Bars in Trades | 369 | 117 | 628 | 369 | 117 | 628 |
Avg Bars in Winners | 632 | 159 | 1436 | 632 | 159 | 1436 |
Avg Bars in Losers | 171 | 69 | 244 | 171 | 69 | 244 |
Bars Traded | 23250 | 3760 | 19490 | 23250 | 3760 | 19490 |
Profit Streak | 9.0149 | 28.1295 | 0 | 9.0149 | 28.1295 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143023 | 318480 | -188 | -145198 | 306977 | -56882 |
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{ "first_band": { "type": "kcu", "factors": { "length": 236, "offset": 0, "scalar": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 109, "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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