Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1254604.7808 | 1059161.9909 | 195442.7899 | 21645250.5456 | 9584924.0316 | 12060326.514 |
Total P&L (%) | 1254.6048 | 1059.162 | 195.4428 | 21645.2505 | 9584.924 | 12060.3265 |
Avg Daily Profit (%) | 0.6022 | 0.5084 | 0.0938 | 0.2587 | 0.2198 | 0.2307 |
Buy And Hold Return (%) | 46.3608 | 46.3608 | 46.3608 | 46.3608 | 46.3608 | 46.3608 |
Max Trade Drawdown | -92877 | -88977 | -105612 | -10336714 | -11506443 | -5359335 |
Profit Factor | 2.5224 | 3.4738 | 1.4936 | 1.386 | 1.3122 | 1.4752 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 44.3709 | 38.6667 | 50 | 44.3709 | 38.6667 | 50 |
Ratio Avg Win / Avg Loss | 3.1624 | 5.5102 | 1.4936 | 1.7377 | 2.0815 | 1.4752 |
Largest Winning Trade | 402548 | 402548 | 82603 | 14643538 | 14643538 | 5508411 |
Largest Losing Trade | -41999 | -41999 | -36302 | -5157906 | -5029705 | -5157906 |
Avg Bars in Trades | 163 | 149 | 176 | 163 | 149 | 176 |
Avg Bars in Winners | 260 | 236 | 278 | 260 | 236 | 278 |
Avg Bars in Losers | 85 | 95 | 73 | 85 | 95 | 73 |
Bars Traded | 24638 | 11245 | 13393 | 24638 | 11245 | 13393 |
Profit Streak | 22.4433 | 0 | 29.7767 | 22.4433 | 0 | 29.7767 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555625 | -44047 | -117403 | 338753 | -51889 | -39463 |
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{ "first_band": { "type": "kcb", "factors": { "length": 135, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 149, "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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