Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1776091.1695 | 1773805.7153 | 2285.4542 | 893353.1044 | 1779622.2392 | -886269.1348 |
Total P&L (%) | 1776.0912 | 1773.8057 | 2.2855 | 893.3531 | 1779.6222 | -886.2691 |
Avg Daily Profit (%) | 0.7505 | 0.7495 | 0.001 | 0.0971 | 0.124 | 0 |
Buy And Hold Return (%) | 734.0868 | 734.0868 | 734.0868 | 734.0868 | 734.0868 | 734.0868 |
Max Trade Drawdown | -147131 | -171987 | -76404 | -4714431 | -4383834 | -1375606 |
Profit Factor | 3.5165 | 5.4142 | 1.0075 | 1.0643 | 1.2056 | 0.8311 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 31.6832 | 25.4902 | 38 | 31.6832 | 25.4902 | 38 |
Ratio Avg Win / Avg Loss | 7.5825 | 15.826 | 1.6438 | 2.2948 | 3.5242 | 1.356 |
Largest Winning Trade | 1537916 | 1537916 | 63916 | 5170917 | 5170917 | 1173514 |
Largest Losing Trade | -27770 | -27770 | -23121 | -1248335 | -1248335 | -625104 |
Avg Bars in Trades | 137 | 130 | 145 | 137 | 130 | 145 |
Avg Bars in Winners | 263 | 306 | 233 | 263 | 306 | 233 |
Avg Bars in Losers | 79 | 70 | 91 | 79 | 70 | 91 |
Bars Traded | 13925 | 6652 | 7272 | 13925 | 6652 | 7272 |
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 | 306116 | -191267 | -753162 | -316828 | -238428 | -763833 |
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{ "first_band": { "type": "kcb", "factors": { "length": 165, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 165, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 98, "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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