Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1348495.5223 | 1275061.1464 | 73434.3759 | 4861924.13 | 5724753.6792 | -862829.5492 |
Total P&L (%) | 1348.4955 | 1275.0611 | 73.4344 | 4861.9241 | 5724.7537 | -862.8295 |
Avg Daily Profit (%) | 0.7426 | 0.7021 | 0.0404 | 0.2152 | 0.2241 | 0 |
Buy And Hold Return (%) | 625.5273 | 625.5273 | 625.5273 | 625.5273 | 625.5273 | 625.5273 |
Max Trade Drawdown | -120905 | -73447 | -68398 | -14772848 | -9817506 | -6681003 |
Profit Factor | 3.6361 | 6.2355 | 1.274 | 1.1805 | 1.4238 | 0.9357 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 36.9565 | 32.6087 | 41.3043 | 36.9565 | 32.6087 | 41.3043 |
Ratio Avg Win / Avg Loss | 6.2027 | 12.8868 | 1.8104 | 2.0139 | 2.9425 | 1.3297 |
Largest Winning Trade | 709573 | 709573 | 74731 | 6622441 | 6622441 | 4758172 |
Largest Losing Trade | -25928 | -23315 | -25928 | -2914623 | -2914623 | -2125562 |
Avg Bars in Trades | 77 | 68 | 86 | 77 | 68 | 86 |
Avg Bars in Winners | 144 | 131 | 154 | 144 | 131 | 154 |
Avg Bars in Losers | 37 | 37 | 38 | 37 | 37 | 38 |
Bars Traded | 7105 | 3140 | 3965 | 7105 | 3140 | 3965 |
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 | 316524 | 271259 | -306940 | -17474 | 126193 | -582419 |
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{ "first_band": { "type": "kcb", "factors": { "length": 119, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 119, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 28, "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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