Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354425.031 | 427585.7879 | -73160.7569 | -97586.7229 | 1474653.1931 | -1572239.916 |
Total P&L (%) | 354.425 | 427.5858 | -73.1608 | -97.5867 | 1474.6532 | -1572.2399 |
Avg Daily Profit (%) | 0.1526 | 0.1841 | -0.0315 | -0.1603 | 0.1188 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -322959 | -181338 | -292137 | -1556630 | -188650 | -1860172 |
Profit Factor | 1.2182 | 1.5502 | 0.9136 | 0.9678 | 3.2223 | 0.3364 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 61.9266 | 60.5505 | 63.3028 | 61.9266 | 60.5505 | 63.3028 |
Ratio Avg Win / Avg Loss | 0.749 | 1.01 | 0.5296 | 0.595 | 2.0994 | 0.195 |
Largest Winning Trade | 105600 | 105600 | 57898 | 567226 | 567226 | 123314 |
Largest Losing Trade | -93803 | -51062 | -93803 | -1461289 | -151321 | -1461289 |
Avg Bars in Trades | 41 | 41 | 40 | 41 | 41 | 40 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 51 | 54 | 49 | 51 | 54 | 49 |
Bars Traded | 8976 | 4531 | 4445 | 8976 | 4531 | 4445 |
Profit Streak | 0 | 0 | 85.8194 | 0 | 0 | 85.8194 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281553 | 367269 | -577909 | -578090 | -26742 | -577909 |
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{ "first_band": { "type": "kcb", "factors": { "length": 31, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 31, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 115, "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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