Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194036.4849 | 1001075.342 | 192961.143 | 15954755.0296 | 5272533.0258 | 10682222.0039 |
Total P&L (%) | 1194.0365 | 1001.0753 | 192.9611 | 15954.755 | 5272.533 | 10682.222 |
Avg Daily Profit (%) | 0.5732 | 0.4806 | 0.0926 | 0.2441 | 0.1914 | 0.2249 |
Buy And Hold Return (%) | 52.1951 | 52.1951 | 52.1951 | 52.1951 | 52.1951 | 52.1951 |
Max Trade Drawdown | -80742 | -93905 | -116823 | -7081853 | -8727027 | -4227270 |
Profit Factor | 2.383 | 3.2787 | 1.4551 | 1.3867 | 1.2184 | 1.6239 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 46.7066 | 40.9639 | 52.381 | 46.7066 | 40.9639 | 52.381 |
Ratio Avg Win / Avg Loss | 2.7191 | 4.7251 | 1.3228 | 1.5823 | 1.756 | 1.4763 |
Largest Winning Trade | 391077 | 391077 | 77482 | 10314342 | 10314342 | 4185883 |
Largest Losing Trade | -47638 | -39394 | -47638 | -4227270 | -3790492 | -4227270 |
Avg Bars in Trades | 147 | 136 | 158 | 147 | 136 | 158 |
Avg Bars in Winners | 215 | 199 | 228 | 215 | 199 | 228 |
Avg Bars in Losers | 87 | 93 | 81 | 87 | 93 | 81 |
Bars Traded | 24638 | 11330 | 13307 | 24638 | 11330 | 13307 |
Profit Streak | 21.9663 | 0 | 29.383 | 21.9663 | 0 | 29.383 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572764 | 462874 | -70236 | 370176 | 173342 | 386412 |
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{ "first_band": { "type": "kcb", "factors": { "length": 116, "offset": 0, "scalar": 4 } }, "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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