Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396264.114 | 435661.712 | -39397.5979 | -55623.7387 | 80417.0934 | -136040.8321 |
Total P&L (%) | 396.2641 | 435.6617 | -39.3976 | -55.6237 | 80.4171 | -136.0408 |
Avg Daily Profit (%) | 0.2116 | 0.2327 | -0.021 | -0.0434 | 0.0315 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216817 | -131812 | -167597 | -165535 | -102636 | -105017 |
Profit Factor | 1.4218 | 1.982 | 0.9205 | 0.8623 | 1.4925 | 0.4345 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 59.6774 | 56.4516 | 62.9032 | 59.6774 | 56.4516 | 62.9032 |
Ratio Avg Win / Avg Loss | 0.9607 | 1.529 | 0.5429 | 0.5826 | 1.1514 | 0.2563 |
Largest Winning Trade | 265633 | 265633 | 42159 | 56472 | 56472 | 12714 |
Largest Losing Trade | -67873 | -54689 | -67873 | -92347 | -92347 | -67873 |
Avg Bars in Trades | 87 | 85 | 88 | 87 | 85 | 88 |
Avg Bars in Winners | 79 | 82 | 76 | 79 | 82 | 76 |
Avg Bars in Losers | 98 | 89 | 110 | 98 | 89 | 110 |
Bars Traded | 10818 | 5308 | 5510 | 10818 | 5308 | 5510 |
Profit Streak | 19.0274 | 19.0274 | 77.3607 | 19.0274 | 19.0274 | 77.3607 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343108 | -141118 | -732321 | -578129 | -302304 | -732321 |
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{ "first_band": { "type": "kcb", "factors": { "length": 69, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 205, "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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