Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11743836.0891 | 46885.7642 | -11790721.8534 | 52857689.6252 | -803569.852 | 53661259.4773 |
Total P&L (%) | -11743.8361 | 46.8858 | -11790.7219 | 52857.6896 | -803.5699 | 53661.2595 |
Avg Daily Profit (%) | -5.1735 | 0.0207 | -5.1942 | 0.2767 | 0 | 0.2774 |
Buy And Hold Return (%) | 9370.5882 | 9370.5882 | 9370.5882 | 9370.5882 | 9370.5882 | 9370.5882 |
Max Trade Drawdown | -11854028 | -28576 | -11864437 | -27874139 | -18000092 | -33166898 |
Profit Factor | 0.0291 | 1.7417 | 0.0201 | 1.7724 | 0.961 | 2.1222 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 20 | 15 | 33 | 17 | 16 |
Losing Trades | 28 | 12 | 16 | 30 | 15 | 15 |
Profitability (%) | 55.5556 | 62.5 | 48.3871 | 52.381 | 53.125 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.0233 | 1.045 | 0.0214 | 1.6113 | 0.848 | 1.9895 |
Largest Winning Trade | 43251 | 22122 | 43251 | 56202971 | 9684566 | 56202971 |
Largest Losing Trade | -11661297 | -17254 | -11661297 | -17200955 | -5212569 | -17200955 |
Avg Bars in Trades | 191 | 27 | 361 | 191 | 27 | 361 |
Avg Bars in Winners | 146 | 27 | 305 | 179 | 29 | 338 |
Avg Bars in Losers | 248 | 27 | 414 | 206 | 25 | 387 |
Bars Traded | 12095 | 878 | 11217 | 12095 | 878 | 11217 |
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 | -731057 | -326987 | -581445 | -139543 | -580127 | 433980 |
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{ "first_band": { "type": "vwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 123, "offset": 0, "scalar": 1 } } }
# | 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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