Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297051.8466 | 235181.3904 | 61870.4562 | -6279.2491 | -165968.4051 | 159689.156 |
Total P&L (%) | 297.0518 | 235.1814 | 61.8705 | -6.2792 | -165.9684 | 159.6892 |
Avg Daily Profit (%) | 0.1552 | 0.1229 | 0.0323 | -0.0034 | 0 | 0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137821 | -149345 | -41002 | -529647 | -625533 | -75652 |
Profit Factor | 1.4953 | 1.5375 | 1.3815 | 0.9955 | 0.8487 | 1.5453 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 58.1633 | 53.0612 | 63.2653 | 58.1633 | 53.0612 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.0756 | 1.3601 | 0.8021 | 0.716 | 0.7507 | 0.8972 |
Largest Winning Trade | 158177 | 158177 | 21846 | 205686 | 205686 | 51239 |
Largest Losing Trade | -68823 | -68823 | -27650 | -196599 | -196599 | -56342 |
Avg Bars in Trades | 230 | 422 | 38 | 230 | 422 | 38 |
Avg Bars in Winners | 138 | 257 | 38 | 138 | 257 | 38 |
Avg Bars in Losers | 359 | 609 | 39 | 359 | 609 | 39 |
Bars Traded | 22621 | 20713 | 1908 | 22621 | 20713 | 1908 |
Profit Streak | 51.3196 | 54.0696 | 0 | 51.3196 | 54.0696 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374345 | -26404 | -149522 | -578894 | -579722 | -124586 |
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{ "first_band": { "type": "kcl", "factors": { "length": 88, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 190, "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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