Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170053.9477 | 1051186.4426 | 118867.5052 | 1539548.6436 | -521498.1414 | 2061046.785 |
Total P&L (%) | 1170.0539 | 1051.1864 | 118.8675 | 1539.5486 | -521.4981 | 2061.0468 |
Avg Daily Profit (%) | 0.6332 | 0.5689 | 0.0643 | 0.1515 | 0 | 0.1665 |
Buy And Hold Return (%) | 74.6782 | 74.6782 | 74.6782 | 74.6782 | 74.6782 | 74.6782 |
Max Trade Drawdown | -164655 | -126262 | -46642 | -6508647 | -4951456 | -2084256 |
Profit Factor | 3.9155 | 5.0304 | 1.846 | 1.1109 | 0.9391 | 1.3878 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 44.5652 | 34.7826 | 54.3478 | 44.5652 | 34.7826 | 54.3478 |
Ratio Avg Win / Avg Loss | 4.8705 | 9.432 | 1.5506 | 1.3818 | 1.7609 | 1.1658 |
Largest Winning Trade | 932537 | 932537 | 39992 | 3727044 | 3727044 | 1138808 |
Largest Losing Trade | -23968 | -23968 | -19680 | -1011596 | -1011596 | -829444 |
Avg Bars in Trades | 74 | 112 | 37 | 74 | 112 | 37 |
Avg Bars in Winners | 112 | 218 | 44 | 112 | 218 | 44 |
Avg Bars in Losers | 44 | 55 | 28 | 44 | 55 | 28 |
Bars Traded | 6873 | 5153 | 1720 | 6873 | 5153 | 1720 |
Profit Streak | 0 | 180.7776 | 0 | 0 | 180.7776 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607396 | 508847 | -112502 | -92788 | -582873 | 324316 |
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{ "first_band": { "type": "vwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 5 } } }
# | 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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