Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414757.1474 | 541659.4361 | -126902.2886 | 17721.662 | 4581767.772 | -4564046.11 |
Total P&L (%) | 414.7571 | 541.6594 | -126.9023 | 17.7217 | 4581.7678 | -4564.0461 |
Avg Daily Profit (%) | 0.2112 | 0.2759 | -0.0646 | 0.0083 | 0.1961 | 0 |
Buy And Hold Return (%) | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 |
Max Trade Drawdown | -236265 | -121924 | -216056 | -6262018 | -2729986 | -4740588 |
Profit Factor | 1.5309 | 2.3723 | 0.6717 | 1.0015 | 1.8904 | 0.3468 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Losing Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Profitability (%) | 62.2754 | 67.4699 | 57.1429 | 62.2754 | 67.4699 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9274 | 1.1438 | 0.5038 | 0.6067 | 0.9114 | 0.2601 |
Largest Winning Trade | 146297 | 146297 | 20468 | 3119028 | 3119028 | 386831 |
Largest Losing Trade | -63060 | -63060 | -45774 | -2913943 | -1986239 | -2913943 |
Avg Bars in Trades | 41 | 74 | 8 | 41 | 74 | 8 |
Avg Bars in Winners | 26 | 42 | 8 | 26 | 42 | 8 |
Avg Bars in Losers | 66 | 141 | 9 | 66 | 141 | 9 |
Bars Traded | 6939 | 6199 | 740 | 6939 | 6199 | 740 |
Profit Streak | 404.2212 | 0 | 567.4712 | 404.2212 | 0 | 567.4712 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155180 | -151473 | -578944 | -565039 | 303002 | -578944 |
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 109, "offset": 0 } } }
# | 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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