Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17790.3706 | -6706.2235 | 24496.594 | 17790.6471 | -8427.9732 | 26218.6203 |
Total P&L (%) | 17.7904 | -6.7062 | 24.4966 | 17.7906 | -8.428 | 26.2186 |
Avg Daily Profit (%) | 0.3416 | -0.1288 | 0.4704 | 0.3149 | -0.1689 | 0.4481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12871 | -12636 | -5529 | -15751 | -15306 | -6935 |
Profit Factor | 1.4276 | 0.6821 | 2.1946 | 1.3625 | 0.658 | 2.0729 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 57.3333 | 52.6316 | 62.1622 | 57.3333 | 52.6316 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.0624 | 0.6139 | 1.3358 | 1.0139 | 0.5922 | 1.2618 |
Largest Winning Trade | 4235 | 2498 | 4235 | 4438 | 2765 | 4438 |
Largest Losing Trade | -6573 | -6573 | -4929 | -8120 | -8120 | -5442 |
Avg Bars in Trades | 297 | 101 | 499 | 297 | 101 | 499 |
Avg Bars in Winners | 255 | 78 | 410 | 255 | 78 | 410 |
Avg Bars in Losers | 353 | 126 | 646 | 353 | 126 | 646 |
Bars Traded | 22323 | 3838 | 18485 | 22323 | 3838 | 18485 |
Profit Streak | 0 | 0 | 15.3638 | 0 | 0 | 15.3638 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60495 | -582202 | 369269 | -61121 | -582202 | 359946 |
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{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 233, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 233, "offset": 0, "scalar": 4 } } }
# | 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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