Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122780.2747 | 230658.0775 | -107877.8028 | -89552.7705 | -30228.4355 | -59324.3349 |
Total P&L (%) | 122.7803 | 230.6581 | -107.8778 | -89.5528 | -30.2284 | -59.3243 |
Avg Daily Profit (%) | 0.087 | 0.1634 | -0.0764 | -0.1598 | -0.0255 | -0.0637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239608 | -80261 | -200881 | -115419 | -46108 | -90858 |
Profit Factor | 1.0942 | 1.3466 | 0.831 | 0.7196 | 0.8214 | 0.6047 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 54.386 | 54.386 | 54.386 | 54.386 | 54.386 | 54.386 |
Ratio Avg Win / Avg Loss | 0.9177 | 1.1294 | 0.697 | 0.6035 | 0.6889 | 0.5072 |
Largest Winning Trade | 148896 | 148896 | 48249 | 22026 | 22026 | 16086 |
Largest Losing Trade | -46349 | -39362 | -46349 | -28914 | -28914 | -25638 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 5588 | 2752 | 2836 | 5588 | 2752 | 2836 |
Profit Streak | 486.1184 | 486.1184 | 502.1184 | 486.1184 | 486.1184 | 502.1184 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192087 | 318829 | -578846 | -577401 | -579598 | -578846 |
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{ "first_band": { "type": "kcb", "factors": { "length": 17, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 45, "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) |
---|