Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465645.7208 | 371054.1338 | 94591.587 | 27326.1039 | 74956.5361 | -47630.4321 |
Total P&L (%) | 465.6457 | 371.0541 | 94.5916 | 27.3261 | 74.9565 | -47.6304 |
Avg Daily Profit (%) | 0.2912 | 0.232 | 0.0592 | 0.0151 | 0.035 | -0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225107 | -185626 | -116412 | -280392 | -196918 | -148870 |
Profit Factor | 1.3976 | 1.5482 | 1.1914 | 1.0199 | 1.0991 | 0.9225 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 156 | 73 | 83 | 156 | 73 | 83 |
Losing Trades | 113 | 61 | 52 | 113 | 61 | 52 |
Profitability (%) | 57.9926 | 54.4776 | 61.4815 | 57.9926 | 54.4776 | 61.4815 |
Ratio Avg Win / Avg Loss | 1.0124 | 1.2937 | 0.7464 | 0.7388 | 0.9184 | 0.5779 |
Largest Winning Trade | 286982 | 286982 | 43535 | 111417 | 111417 | 37573 |
Largest Losing Trade | -58047 | -58047 | -40027 | -90940 | -60648 | -90940 |
Avg Bars in Trades | 70 | 89 | 51 | 70 | 89 | 51 |
Avg Bars in Winners | 62 | 77 | 49 | 62 | 77 | 49 |
Avg Bars in Losers | 82 | 104 | 55 | 82 | 104 | 55 |
Bars Traded | 19032 | 12021 | 7011 | 19032 | 12021 | 7011 |
Profit Streak | 18.0118 | 18.1785 | 18.0118 | 18.0118 | 18.1785 | 18.0118 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453257 | 375885 | -123779 | -372764 | -258395 | -578921 |
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{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 4 } }, "second_band": { "type": "vwma", "factors": { "length": 111, "offset": 0 } } }
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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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