Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124279.4276 | 43786.3904 | 80493.0371 | 155282.3948 | 78916.6054 | 76365.7893 |
Total P&L (%) | 124.2794 | 43.7864 | 80.493 | 155.2824 | 78.9166 | 76.3658 |
Avg Daily Profit (%) | 0.2386 | 0.0841 | 0.1545 | 0.1801 | 0.1118 | 0.109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45702 | -16126 | -51919 | -94636 | -45562 | -109024 |
Profit Factor | 1.5406 | 1.4988 | 1.5664 | 1.3009 | 1.3881 | 1.2442 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 42.6087 | 41.3793 | 43.8596 | 42.6087 | 41.3793 | 43.8596 |
Ratio Avg Win / Avg Loss | 2.0751 | 2.1234 | 2.005 | 1.7522 | 1.9664 | 1.5926 |
Largest Winning Trade | 33260 | 22374 | 33260 | 51342 | 41288 | 51342 |
Largest Losing Trade | -16755 | -6758 | -16755 | -34191 | -15641 | -34191 |
Avg Bars in Trades | 209 | 80 | 340 | 209 | 80 | 340 |
Avg Bars in Winners | 360 | 118 | 592 | 360 | 118 | 592 |
Avg Bars in Losers | 97 | 54 | 144 | 97 | 54 | 144 |
Bars Traded | 24099 | 4675 | 19424 | 24099 | 4675 | 19424 |
Profit Streak | 27.7804 | 27.7804 | 29.072 | 27.7804 | 27.7804 | 29.072 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305629 | -263624 | -172416 | 234888 | -225497 | -229092 |
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{ "first_band": { "type": "kcu", "factors": { "length": 170, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 123, "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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