Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235344.6912 | 80729.5138 | 154615.1774 | 152898.3364 | -110565.2388 | 263463.5752 |
Total P&L (%) | 235.3447 | 80.7295 | 154.6152 | 152.8983 | -110.5652 | 263.4636 |
Avg Daily Profit (%) | 0.2268 | 0.0778 | 0.149 | 0.0895 | 0 | 0.1245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77379 | -78938 | -48095 | -407268 | -289022 | -264598 |
Profit Factor | 1.4225 | 1.2889 | 1.5571 | 1.0991 | 0.8556 | 1.339 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 56.4516 | 50 | 62.9032 | 56.4516 | 50 | 62.9032 |
Ratio Avg Win / Avg Loss | 1.0974 | 1.2889 | 0.9183 | 0.8479 | 0.8556 | 0.7897 |
Largest Winning Trade | 103595 | 103595 | 44378 | 162858 | 119005 | 162858 |
Largest Losing Trade | -36850 | -24484 | -36850 | -170292 | -79285 | -170292 |
Avg Bars in Trades | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Winners | 38 | 28 | 46 | 38 | 28 | 46 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 4039 | 1672 | 2368 | 4039 | 1672 | 2368 |
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 | 354538 | -242943 | -146622 | -185527 | -734680 | -180706 |
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{ "first_band": { "type": "kcb", "factors": { "length": 32, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 48, "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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