Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284630.0579 | 1247938.8259 | 36691.232 | 39054921.991 | 49129281.6853 | -10074359.6943 |
Total P&L (%) | 1284.6301 | 1247.9388 | 36.6912 | 39054.922 | 49129.2817 | -10074.3597 |
Avg Daily Profit (%) | 0.6868 | 0.6672 | 0.0196 | 0.3197 | 0.332 | 0 |
Buy And Hold Return (%) | 7874.1539 | 7874.1539 | 7874.1539 | 7874.1539 | 7874.1539 | 7874.1539 |
Max Trade Drawdown | -80384 | -45627 | -92674 | -16678245 | -5321579 | -18955175 |
Profit Factor | 3.9222 | 7.874 | 1.1422 | 1.6 | 3.089 | 0.7577 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Profitability (%) | 41.7476 | 48.0769 | 35.2941 | 41.7476 | 48.0769 | 35.2941 |
Ratio Avg Win / Avg Loss | 5.4729 | 8.504 | 2.094 | 2.2325 | 3.3361 | 1.3891 |
Largest Winning Trade | 304785 | 304785 | 63982 | 21639466 | 21639466 | 15732643 |
Largest Losing Trade | -27948 | -27948 | -24139 | -6503967 | -3243938 | -6503967 |
Avg Bars in Trades | 103 | 76 | 131 | 103 | 76 | 131 |
Avg Bars in Winners | 191 | 132 | 273 | 191 | 132 | 273 |
Avg Bars in Losers | 40 | 23 | 54 | 40 | 23 | 54 |
Bars Traded | 10680 | 3962 | 6718 | 10680 | 3962 | 6718 |
Profit Streak | 17.1467 | 18.48 | 0 | 17.1467 | 18.48 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148940 | -325459 | -581221 | 300759 | -165680 | -764885 |
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{ "first_band": { "type": "kcu", "factors": { "length": 176, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 29, "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) |
---|