Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659420.9963 | 539882.8024 | 119538.194 | 436617.3904 | 1233468.8733 | -796851.4829 |
Total P&L (%) | 659.421 | 539.8828 | 119.5382 | 436.6174 | 1233.4689 | -796.8515 |
Avg Daily Profit (%) | 0.4112 | 0.3367 | 0.0745 | 0.1048 | 0.1617 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130894 | -131802 | -116831 | -2312663 | -1588170 | -1866472 |
Profit Factor | 1.9533 | 2.3517 | 1.409 | 1.0716 | 1.3713 | 0.7126 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 48.6239 | 40 | 57.4074 | 48.6239 | 40 | 57.4074 |
Ratio Avg Win / Avg Loss | 2.0639 | 3.5275 | 1.0454 | 1.1323 | 2.0569 | 0.5287 |
Largest Winning Trade | 296056 | 296056 | 73056 | 2109740 | 2109740 | 199709 |
Largest Losing Trade | -41360 | -38074 | -41360 | -668345 | -463106 | -668345 |
Avg Bars in Trades | 86 | 72 | 100 | 86 | 72 | 100 |
Avg Bars in Winners | 122 | 103 | 136 | 122 | 103 | 136 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 9405 | 3962 | 5442 | 9405 | 3962 | 5442 |
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 | 479087 | -170259 | -271754 | -195002 | -174603 | -759873 |
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{ "first_band": { "type": "kcb", "factors": { "length": 67, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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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