Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -42183.5527 | 240168.9451 | -282352.4978 | 289400.6357 | 2771753.7891 | -2482353.1533 |
Total P&L (%) | -42.1836 | 240.1689 | -282.3525 | 289.4006 | 2771.7538 | -2482.3532 |
Avg Daily Profit (%) | -0.0224 | 0.1277 | -0.1501 | 0.0723 | 0.1786 | 0 |
Buy And Hold Return (%) | 246.5142 | 246.5142 | 246.5142 | 246.5142 | 246.5142 | 246.5142 |
Max Trade Drawdown | -485523 | -118076 | -368941 | -4632409 | -792053 | -4855751 |
Profit Factor | 0.95 | 2.07 | 0.5434 | 1.0339 | 2.6929 | 0.64 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 14 | 19 | 39 | 22 | 17 |
Losing Trades | 34 | 20 | 14 | 28 | 12 | 16 |
Profitability (%) | 49.2537 | 41.1765 | 57.5758 | 58.209 | 64.7059 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.9787 | 2.9572 | 0.4004 | 0.7423 | 1.4688 | 0.6023 |
Largest Winning Trade | 151331 | 151331 | 67869 | 1170462 | 469292 | 1170462 |
Largest Losing Trade | -269010 | -24465 | -269010 | -3800568 | -792053 | -3800568 |
Avg Bars in Trades | 101 | 74 | 129 | 101 | 74 | 129 |
Avg Bars in Winners | 139 | 90 | 175 | 92 | 81 | 106 |
Avg Bars in Losers | 65 | 63 | 67 | 114 | 61 | 154 |
Bars Traded | 6808 | 2532 | 4276 | 6808 | 2532 | 4276 |
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 | -702068 | -187877 | -579820 | -512892 | 495736 | -580606 |
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{ "first_band": { "type": "vwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 93, "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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