Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394392.0434 | 245269.5103 | 149122.5331 | 444964.5825 | 278156.8439 | 166807.7386 |
Total P&L (%) | 394.392 | 245.2695 | 149.1225 | 444.9646 | 278.1568 | 166.8077 |
Avg Daily Profit (%) | 0.235 | 0.1462 | 0.0889 | 0.1011 | 0.0793 | 0.0585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94365 | -78461 | -57426 | -761640 | -420743 | -494898 |
Profit Factor | 1.6518 | 1.7253 | 1.5586 | 1.1481 | 1.1762 | 1.117 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 43.1034 | 39.6552 | 46.5517 | 43.1034 | 39.6552 | 46.5517 |
Ratio Avg Win / Avg Loss | 2.1803 | 2.6255 | 1.7895 | 1.5155 | 1.7899 | 1.2825 |
Largest Winning Trade | 131185 | 131185 | 57507 | 439833 | 439833 | 194986 |
Largest Losing Trade | -22348 | -22348 | -21458 | -251384 | -232854 | -251384 |
Avg Bars in Trades | 170 | 153 | 187 | 170 | 153 | 187 |
Avg Bars in Winners | 260 | 234 | 282 | 260 | 234 | 282 |
Avg Bars in Losers | 101 | 100 | 103 | 101 | 100 | 103 |
Bars Traded | 19748 | 8896 | 10852 | 19748 | 8896 | 10852 |
Profit Streak | 85.818 | 98.9847 | 85.818 | 85.818 | 98.9847 | 85.818 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362974 | -178052 | -251979 | -115445 | -296048 | -387026 |
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{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 181, "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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