Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511470.2613 | 478529.9025 | 32940.3588 | -48015.0709 | -38463.4339 | -9551.6369 |
Total P&L (%) | 511.4703 | 478.5299 | 32.9404 | -48.0151 | -38.4634 | -9.5516 |
Avg Daily Profit (%) | 0.2226 | 0.2083 | 0.0143 | -0.0285 | -0.0211 | -0.0044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175815 | -182318 | -121832 | -94311 | -72731 | -48466 |
Profit Factor | 1.6639 | 1.895 | 1.1397 | 0.8436 | 0.8294 | 0.8827 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 54 | 33 | 21 | 54 | 33 | 21 |
Profitability (%) | 48.5714 | 37.7358 | 59.6154 | 48.5714 | 37.7358 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.7618 | 3.1268 | 0.7721 | 0.8932 | 1.3686 | 0.598 |
Largest Winning Trade | 447423 | 447423 | 39418 | 80917 | 80917 | 18662 |
Largest Losing Trade | -45446 | -45446 | -29116 | -34425 | -34425 | -16110 |
Avg Bars in Trades | 129 | 187 | 70 | 129 | 187 | 70 |
Avg Bars in Winners | 143 | 254 | 71 | 143 | 254 | 71 |
Avg Bars in Losers | 116 | 146 | 68 | 116 | 146 | 68 |
Bars Traded | 13588 | 9936 | 3652 | 13588 | 9936 | 3652 |
Profit Streak | 174.7217 | 178.055 | 174.7217 | 174.7217 | 178.055 | 174.7217 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452630 | -172151 | -422504 | -579587 | -762552 | -758231 |
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{ "first_band": { "type": "kcl", "factors": { "length": 113, "offset": 89, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 136, "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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