Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117404.4581 | 1115862.4881 | 1541.97 | 1034303.4755 | 1986357.1166 | -952053.6411 |
Total P&L (%) | 1117.4045 | 1115.8625 | 1.542 | 1034.3035 | 1986.3571 | -952.0536 |
Avg Daily Profit (%) | 0.6131 | 0.6122 | 0.0008 | 0.1333 | 0.1668 | 0 |
Buy And Hold Return (%) | 743.75 | 743.75 | 743.75 | 743.75 | 743.75 | 743.75 |
Max Trade Drawdown | -123084 | -72777 | -114321 | -2992179 | -1709878 | -1397075 |
Profit Factor | 2.876 | 5.2224 | 1.0047 | 1.1431 | 1.6127 | 0.7613 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 44.8718 | 48.7179 | 41.0256 | 44.8718 | 48.7179 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.5334 | 5.4973 | 1.4442 | 1.4043 | 1.6976 | 1.0943 |
Largest Winning Trade | 710851 | 710851 | 79097 | 1983703 | 1983703 | 949255 |
Largest Losing Trade | -45077 | -25164 | -45077 | -738812 | -651307 | -738812 |
Avg Bars in Trades | 135 | 121 | 149 | 135 | 121 | 149 |
Avg Bars in Winners | 200 | 164 | 244 | 200 | 164 | 244 |
Avg Bars in Losers | 82 | 80 | 84 | 82 | 80 | 84 |
Bars Traded | 10572 | 4731 | 5841 | 10572 | 4731 | 5841 |
Profit Streak | 0 | 110.4789 | 0 | 0 | 110.4789 | 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 | -33919 | 337799 | -576334 | -162791 | 269550 | -582580 |
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{ "first_band": { "type": "kcb", "factors": { "length": 119, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 119, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 110, "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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