Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32775.6837 | 5908.4793 | 26867.2044 | 35475.924 | 3218.0561 | 32257.8679 |
Total P&L (%) | 32.7757 | 5.9085 | 26.8672 | 35.4759 | 3.2181 | 32.2579 |
Avg Daily Profit (%) | 0.6293 | 0.1135 | 0.5159 | 0.5847 | 0.0608 | 0.5383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22537 | -16588 | -10301 | -35319 | -24630 | -17156 |
Profit Factor | 1.6136 | 1.2033 | 2.1034 | 1.4579 | 1.0776 | 1.8966 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 61.9048 | 52.381 | 71.4286 | 61.9048 | 52.381 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.993 | 1.0939 | 0.8413 | 0.8972 | 0.9796 | 0.7586 |
Largest Winning Trade | 7461 | 7461 | 7040 | 10005 | 8608 | 10005 |
Largest Losing Trade | -7132 | -6668 | -7132 | -11936 | -9844 | -11936 |
Avg Bars in Trades | 288 | 118 | 458 | 288 | 118 | 458 |
Avg Bars in Winners | 244 | 93 | 355 | 244 | 93 | 355 |
Avg Bars in Losers | 359 | 146 | 714 | 359 | 146 | 714 |
Bars Traded | 24215 | 4968 | 19247 | 24215 | 4968 | 19247 |
Profit Streak | 12.6989 | 0 | 12.7323 | 12.6989 | 0 | 12.7323 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334958 | -209529 | 343074 | 297668 | -416050 | 352848 |
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{ "first_band": { "type": "jma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 225, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 225, "offset": 0, "scalar": 4 } } }
# | 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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