Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295489.8621 | 263260.8744 | 32228.9877 | 287513.828 | 369394.4632 | -81880.6352 |
Total P&L (%) | 295.4899 | 263.2609 | 32.229 | 287.5138 | 369.3945 | -81.8806 |
Avg Daily Profit (%) | 0.5673 | 0.5055 | 0.0619 | 0.2604 | 0.2973 | -0.3274 |
Buy And Hold Return (%) | 56.6482 | 56.6482 | 56.6482 | 56.6482 | 56.6482 | 56.6482 |
Max Trade Drawdown | -87856 | -57188 | -53781 | -340775 | -205926 | -201422 |
Profit Factor | 1.8444 | 2.3183 | 1.2145 | 1.2671 | 1.6349 | 0.8345 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 39.2593 | 32.3529 | 46.2687 | 39.2593 | 32.3529 | 46.2687 |
Ratio Avg Win / Avg Loss | 2.8537 | 4.8473 | 1.4104 | 1.9604 | 3.4185 | 0.9691 |
Largest Winning Trade | 196239 | 196239 | 19464 | 278207 | 278207 | 46607 |
Largest Losing Trade | -17436 | -12283 | -17436 | -63944 | -63944 | -57402 |
Avg Bars in Trades | 182 | 157 | 207 | 182 | 157 | 207 |
Avg Bars in Winners | 281 | 271 | 288 | 281 | 271 | 288 |
Avg Bars in Losers | 119 | 103 | 138 | 119 | 103 | 138 |
Bars Traded | 24669 | 10741 | 13928 | 24669 | 10741 | 13928 |
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 | 312605 | -103890 | -395493 | 124565 | -105660 | -699756 |
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{ "first_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 176, "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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