Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1521288.3289 | 1313321.5546 | 207966.7742 | 7880023.2232 | 4464138.3175 | 3415884.9057 |
Total P&L (%) | 1521.2883 | 1313.3216 | 207.9668 | 7880.0232 | 4464.1383 | 3415.8849 |
Avg Daily Profit (%) | 0.6403 | 0.5527 | 0.0875 | 0.1845 | 0.1609 | 0.1499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103602 | -96175 | -62899 | -25658210 | -26451996 | -13415202 |
Profit Factor | 3.8021 | 5.237 | 1.8928 | 1.0849 | 1.0789 | 1.0943 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 43.2836 | 41.1765 | 45.4545 | 43.2836 | 41.1765 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.982 | 7.4814 | 2.2713 | 1.4217 | 1.5413 | 1.3132 |
Largest Winning Trade | 968686 | 968686 | 75928 | 23719398 | 23719398 | 9713386 |
Largest Losing Trade | -42423 | -42423 | -21900 | -12213510 | -12213510 | -5474502 |
Avg Bars in Trades | 69 | 53 | 85 | 69 | 53 | 85 |
Avg Bars in Winners | 120 | 92 | 146 | 120 | 92 | 146 |
Avg Bars in Losers | 30 | 25 | 35 | 30 | 25 | 35 |
Bars Traded | 4637 | 1807 | 2830 | 4637 | 1807 | 2830 |
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 | -105172 | 560621 | -74301 | -243070 | -128329 | -111028 |
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{ "first_band": { "type": "kcb", "factors": { "length": 62, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 62, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 37, "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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