Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79058.8674 | 35246.4924 | 43812.375 | 99115.4769 | 43165.2279 | 55950.249 |
Total P&L (%) | 79.0589 | 35.2465 | 43.8124 | 99.1155 | 43.1652 | 55.9502 |
Avg Daily Profit (%) | 0.1722 | 0.0768 | 0.0954 | 0.1501 | 0.0782 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24218 | -5594 | -22894 | -37760 | -6952 | -35745 |
Profit Factor | 1.8653 | 2.5055 | 1.6447 | 1.8558 | 2.5666 | 1.6339 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 65.4545 | 69.0909 | 61.8182 | 65.4545 | 69.0909 | 61.8182 |
Ratio Avg Win / Avg Loss | 0.9845 | 1.1209 | 1.0159 | 0.9795 | 1.1482 | 1.0092 |
Largest Winning Trade | 22895 | 7344 | 22895 | 37094 | 6964 | 37094 |
Largest Losing Trade | -19256 | -5051 | -19256 | -29761 | -6053 | -29761 |
Avg Bars in Trades | 93 | 27 | 159 | 93 | 27 | 159 |
Avg Bars in Winners | 69 | 26 | 117 | 69 | 26 | 117 |
Avg Bars in Losers | 138 | 30 | 226 | 138 | 30 | 226 |
Bars Traded | 10261 | 1510 | 8751 | 10261 | 1510 | 8751 |
Profit Streak | 621.1255 | 635.7505 | 621.1255 | 621.1255 | 635.7505 | 621.1255 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382858 | -266528 | -244144 | 375407 | -263817 | -241342 |
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{ "first_band": { "type": "kcu", "factors": { "length": 24, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 131, "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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