Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492044.8491 | 450368.8374 | 41676.0117 | 182614.7472 | 364685.133 | -182070.3858 |
Total P&L (%) | 492.0448 | 450.3688 | 41.676 | 182.6147 | 364.6851 | -182.0704 |
Avg Daily Profit (%) | 0.263 | 0.2407 | 0.0223 | 0.0555 | 0.0821 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153699 | -81909 | -105352 | -541433 | -266972 | -370606 |
Profit Factor | 2.1377 | 3.2025 | 1.1828 | 1.1477 | 1.6811 | 0.7402 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 49.1525 | 48.2759 | 50 | 49.1525 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 2.2114 | 3.4312 | 1.1828 | 1.1873 | 1.8011 | 0.7402 |
Largest Winning Trade | 377682 | 377682 | 61366 | 492308 | 492308 | 98656 |
Largest Losing Trade | -55459 | -55459 | -47182 | -162907 | -124163 | -162907 |
Avg Bars in Trades | 183 | 162 | 204 | 183 | 162 | 204 |
Avg Bars in Winners | 251 | 213 | 287 | 251 | 213 | 287 |
Avg Bars in Losers | 118 | 113 | 122 | 118 | 113 | 122 |
Bars Traded | 10849 | 4703 | 6146 | 10849 | 4703 | 6146 |
Profit Streak | 0 | 119.7929 | 0 | 0 | 119.7929 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167603 | 515620 | -184689 | -356624 | -79860 | -580825 |
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{ "first_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 245, "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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