Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85128.7092 | 40988.3136 | 44140.3956 | 73065.1634 | 47755.0519 | 25310.1115 |
Total P&L (%) | 85.1287 | 40.9883 | 44.1404 | 73.0652 | 47.7551 | 25.3101 |
Avg Daily Profit (%) | 0.3269 | 0.1574 | 0.1695 | 0.2108 | 0.15 | 0.0867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80132 | -72325 | -31576 | -77782 | -64916 | -52283 |
Profit Factor | 1.229 | 1.2076 | 1.2532 | 1.1894 | 1.2398 | 1.1357 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Profitability (%) | 46.3415 | 47.1545 | 45.5285 | 46.3415 | 47.1545 | 45.5285 |
Ratio Avg Win / Avg Loss | 1.4231 | 1.3534 | 1.4994 | 1.3772 | 1.3895 | 1.3587 |
Largest Winning Trade | 24674 | 24674 | 14789 | 23866 | 23866 | 20722 |
Largest Losing Trade | -22197 | -22197 | -10665 | -18621 | -15744 | -18621 |
Avg Bars in Trades | 100 | 103 | 97 | 100 | 103 | 97 |
Avg Bars in Winners | 121 | 113 | 130 | 121 | 113 | 130 |
Avg Bars in Losers | 81 | 94 | 69 | 81 | 94 | 69 |
Bars Traded | 24677 | 12704 | 11973 | 24677 | 12704 | 11973 |
Profit Streak | 8.9409 | 13.743 | 8.9409 | 8.9409 | 13.743 | 8.9409 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301477 | 126306 | 93989 | -4417 | 152773 | -154762 |
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{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 143, "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) |
---|