Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547796.7415 | 496311.9584 | 51484.7831 | 206968.5367 | 441678.3761 | -234709.8394 |
Total P&L (%) | 547.7967 | 496.312 | 51.4848 | 206.9685 | 441.6784 | -234.7098 |
Avg Daily Profit (%) | 0.2938 | 0.2662 | 0.0276 | 0.0602 | 0.0906 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173298 | -83600 | -115772 | -648239 | -239054 | -473309 |
Profit Factor | 2.1737 | 3.2586 | 1.2084 | 1.1536 | 1.7593 | 0.6934 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 56.25 | 50 | 62.5 | 56.25 | 50 | 62.5 |
Ratio Avg Win / Avg Loss | 1.6906 | 3.2586 | 0.7251 | 0.8973 | 1.7593 | 0.416 |
Largest Winning Trade | 398339 | 398339 | 62809 | 570174 | 570174 | 99849 |
Largest Losing Trade | -60176 | -53498 | -60176 | -211462 | -151329 | -211462 |
Avg Bars in Trades | 85 | 66 | 103 | 85 | 66 | 103 |
Avg Bars in Winners | 107 | 78 | 131 | 107 | 78 | 131 |
Avg Bars in Losers | 55 | 54 | 56 | 55 | 54 | 56 |
Bars Traded | 5440 | 2135 | 3305 | 5440 | 2135 | 3305 |
Profit Streak | 0 | 48.82 | 0 | 0 | 48.82 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129715 | 538049 | -157780 | -308475 | -68077 | -579190 |
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{ "first_band": { "type": "kcb", "factors": { "length": 67, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 98, "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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