Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -868264.7827 | 110837.5896 | -979102.3723 | -2477106.8987 | -11488650.4906 | 9011543.592 |
Total P&L (%) | -868.2648 | 110.8376 | -979.1024 | -2477.1069 | -11488.6505 | 9011.5436 |
Avg Daily Profit (%) | -0.4768 | 0.0609 | -0.5377 | 0 | 0 | 0.2481 |
Buy And Hold Return (%) | 615.6837 | 615.6837 | 615.6837 | 615.6837 | 615.6837 | 615.6837 |
Max Trade Drawdown | -1015489 | -139618 | -1041422 | -27356062 | -19584738 | -10833107 |
Profit Factor | 0.4618 | 1.3676 | 0.2535 | 0.9457 | 0.557 | 1.4575 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 48 | 24 | 24 | 37 | 18 | 19 |
Losing Trades | 29 | 15 | 14 | 40 | 21 | 19 |
Profitability (%) | 62.3377 | 61.5385 | 63.1579 | 48.0519 | 46.1538 | 50 |
Ratio Avg Win / Avg Loss | 0.279 | 0.8548 | 0.1479 | 1.0224 | 0.6499 | 1.4575 |
Largest Winning Trade | 47034 | 44902 | 47034 | 13908481 | 4514613 | 13908481 |
Largest Losing Trade | -578204 | -65399 | -578204 | -14744596 | -14744596 | -6262800 |
Avg Bars in Trades | 91 | 90 | 91 | 91 | 90 | 91 |
Avg Bars in Winners | 63 | 60 | 66 | 83 | 85 | 81 |
Avg Bars in Losers | 136 | 137 | 134 | 98 | 94 | 102 |
Bars Traded | 7015 | 3524 | 3491 | 7015 | 3524 | 3491 |
Profit Streak | 37.7057 | 168.4557 | 0 | 0 | 0 | 106.7057 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624633 | -275728 | -579059 | -626146 | -582253 | 362501 |
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{ "first_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 48, "offset": 92 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 48, "offset": 92 } } }
# | 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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