Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259534.481 | 16423.587 | 243110.894 | 569361.4737 | -407906.0383 | 977267.512 |
Total P&L (%) | 259.5345 | 16.4236 | 243.1109 | 569.3615 | -407.906 | 977.2675 |
Avg Daily Profit (%) | 0.2519 | 0.0159 | 0.236 | 0.1847 | 0 | 0.231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64487 | -72742 | -12114 | -701946 | -710181 | -91386 |
Profit Factor | 2.5318 | 1.1211 | 8.1986 | 1.445 | 0.6093 | 5.149 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 14 | 10 | 4 | 14 | 10 | 4 |
Profitability (%) | 78.4615 | 69.697 | 87.5 | 78.4615 | 69.697 | 87.5 |
Ratio Avg Win / Avg Loss | 0.695 | 0.4874 | 1.1712 | 0.3967 | 0.2649 | 0.7356 |
Largest Winning Trade | 21267 | 16328 | 21267 | 142044 | 66028 | 142044 |
Largest Losing Trade | -64487 | -64487 | -12114 | -701946 | -701946 | -91386 |
Avg Bars in Trades | 40 | 35 | 46 | 40 | 35 | 46 |
Avg Bars in Winners | 24 | 14 | 32 | 24 | 14 | 32 |
Avg Bars in Losers | 100 | 85 | 138 | 100 | 85 | 138 |
Bars Traded | 2654 | 1179 | 1475 | 2654 | 1179 | 1475 |
Profit Streak | 0 | 0 | 280.4446 | 0 | 0 | 280.4446 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122197 | -267324 | 766879 | -125100 | -578249 | 697879 |
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{ "first_band": { "type": "vwma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 123, "offset": 0, "scalar": 2 } } }
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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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