Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12697487.4613 | 12651424.8905 | 46062.5707 | 18605139.3395 | 15701726.2216 | 2903413.1179 |
Total P&L (%) | 12697.4875 | 12651.4249 | 46.0626 | 18605.1393 | 15701.7262 | 2903.4131 |
Avg Daily Profit (%) | 5.6279 | 5.6075 | 0.0204 | 0.2321 | 0.2246 | 0.1509 |
Buy And Hold Return (%) | 7769.4279 | 7769.4279 | 7769.4279 | 7769.4279 | 7769.4279 | 7769.4279 |
Max Trade Drawdown | -112506 | -121507 | -61184 | -12564004 | -12721149 | -5345594 |
Profit Factor | 26.3457 | 37.8685 | 1.2919 | 1.442 | 1.5348 | 1.228 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 34.6154 | 27.6923 | 41.5385 | 34.6154 | 27.6923 | 41.5385 |
Ratio Avg Win / Avg Loss | 49.764 | 98.8789 | 1.8182 | 2.7237 | 4.0075 | 1.7282 |
Largest Winning Trade | 12472173 | 12472173 | 45628 | 16369868 | 16369868 | 3360500 |
Largest Losing Trade | -19706 | -19706 | -12550 | -2815546 | -2815546 | -1655968 |
Avg Bars in Trades | 101 | 146 | 56 | 101 | 146 | 56 |
Avg Bars in Winners | 198 | 363 | 88 | 198 | 363 | 88 |
Avg Bars in Losers | 49 | 63 | 32 | 49 | 63 | 32 |
Bars Traded | 13169 | 9524 | 3645 | 13169 | 9524 | 3645 |
Profit Streak | 85.5693 | 85.5693 | 89.2359 | 85.5693 | 85.5693 | 89.2359 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391340 | -134243 | -464506 | 66336 | -145219 | -291693 |
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 20, "offset": 0 } } }
# | 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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