Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955479.0031 | 747850.1201 | 207628.8829 | 7720845.6118 | 1515959.0367 | 6204886.5751 |
Total P&L (%) | 955.479 | 747.8501 | 207.6289 | 7720.8456 | 1515.959 | 6204.8866 |
Avg Daily Profit (%) | 0.495 | 0.3874 | 0.1076 | 0.2261 | 0.1443 | 0.2149 |
Buy And Hold Return (%) | 16.2104 | 16.2104 | 16.2104 | 16.2104 | 16.2104 | 16.2104 |
Max Trade Drawdown | -82250 | -60594 | -72717 | -2111147 | -2121151 | -948415 |
Profit Factor | 2.8775 | 3.5029 | 1.9881 | 1.8699 | 1.2585 | 3.0616 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 48.2759 | 43.1818 | 53.4884 | 48.2759 | 43.1818 | 53.4884 |
Ratio Avg Win / Avg Loss | 3.083 | 4.6091 | 1.7288 | 2.0035 | 1.6559 | 2.6623 |
Largest Winning Trade | 380980 | 380980 | 50959 | 1862478 | 1862478 | 1808673 |
Largest Losing Trade | -44109 | -30160 | -44109 | -807470 | -807470 | -673025 |
Avg Bars in Trades | 131 | 106 | 156 | 131 | 106 | 156 |
Avg Bars in Winners | 184 | 157 | 207 | 184 | 157 | 207 |
Avg Bars in Losers | 81 | 68 | 97 | 81 | 68 | 97 |
Bars Traded | 11409 | 4697 | 6713 | 11409 | 4697 | 6713 |
Profit Streak | 0 | 0 | 43.9504 | 0 | 0 | 43.9504 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562118 | 494771 | -44557 | 409386 | -1706 | 542553 |
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{ "first_band": { "type": "kcb", "factors": { "length": 99, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 99, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 112, "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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