Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868408.0974 | 869885.7058 | -1477.6084 | 157514.611 | 274150.5926 | -116635.9816 |
Total P&L (%) | 868.4081 | 869.8857 | -1.4776 | 157.5146 | 274.1506 | -116.636 |
Avg Daily Profit (%) | 0.4736 | 0.4744 | -0.0008 | 0.0516 | 0.072 | 0 |
Buy And Hold Return (%) | 166.2374 | 166.2374 | 166.2374 | 166.2374 | 166.2374 | 166.2374 |
Max Trade Drawdown | -133573 | -115623 | -55130 | -193256 | -115523 | -108381 |
Profit Factor | 2.7451 | 4.7244 | 0.9944 | 1.231 | 1.9789 | 0.7097 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.7451 | 5.0393 | 0.9323 | 1.231 | 2.1109 | 0.6654 |
Largest Winning Trade | 778913 | 778913 | 54576 | 202450 | 202450 | 102819 |
Largest Losing Trade | -74955 | -39472 | -74955 | -104841 | -54566 | -104841 |
Avg Bars in Trades | 115 | 110 | 119 | 115 | 110 | 119 |
Avg Bars in Winners | 136 | 121 | 149 | 136 | 121 | 149 |
Avg Bars in Losers | 94 | 100 | 87 | 94 | 100 | 87 |
Bars Traded | 7136 | 3438 | 3698 | 7136 | 3438 | 3698 |
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 | -144069 | 580691 | -580608 | -448626 | -102965 | -580608 |
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{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 142, "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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