Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648037.6614 | 501553.5135 | 146484.1479 | 660619.9919 | 466199.261 | 194420.7309 |
Total P&L (%) | 648.0377 | 501.5535 | 146.4841 | 660.62 | 466.1993 | 194.4207 |
Avg Daily Profit (%) | 0.4041 | 0.3128 | 0.0914 | 0.1266 | 0.1082 | 0.0674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144951 | -73597 | -107573 | -1032481 | -958370 | -506449 |
Profit Factor | 2.331 | 2.9101 | 1.6531 | 1.2167 | 1.2694 | 1.1475 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 44.4444 | 34.375 | 54.8387 | 44.4444 | 34.375 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.9138 | 5.5556 | 1.3614 | 1.5208 | 2.4234 | 0.945 |
Largest Winning Trade | 258004 | 258004 | 65839 | 858672 | 858672 | 512523 |
Largest Losing Trade | -68897 | -28861 | -68897 | -334537 | -334537 | -325168 |
Avg Bars in Trades | 149 | 120 | 178 | 149 | 120 | 178 |
Avg Bars in Winners | 239 | 219 | 252 | 239 | 219 | 252 |
Avg Bars in Losers | 76 | 68 | 89 | 76 | 68 | 89 |
Bars Traded | 9394 | 3851 | 5543 | 9394 | 3851 | 5543 |
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 | -139216 | 304181 | -68395 | -176323 | -53663 | -162394 |
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{ "first_band": { "type": "kcb", "factors": { "length": 117, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 117, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 108, "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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