Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299858.0692 | 86293.8879 | 213564.1813 | -192180.4318 | -17956.2035 | -174224.2283 |
Total P&L (%) | 299.8581 | 86.2939 | 213.5642 | -192.1804 | -17.9562 | -174.2242 |
Avg Daily Profit (%) | 0.1806 | 0.052 | 0.1286 | 0 | -0.0119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129902 | -69258 | -118442 | -301641 | -52646 | -286292 |
Profit Factor | 1.4694 | 1.3188 | 1.5802 | 0.6962 | 0.91 | 0.5975 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 101 | 46 | 55 | 29 | 20 | 9 |
Losing Trades | 29 | 19 | 10 | 101 | 45 | 56 |
Profitability (%) | 77.6923 | 70.7692 | 84.6154 | 22.3077 | 30.7692 | 13.8462 |
Ratio Avg Win / Avg Loss | 0.4219 | 0.5447 | 0.2873 | 2.4245 | 2.0476 | 3.7181 |
Largest Winning Trade | 45997 | 27721 | 45997 | 99002 | 34167 | 99002 |
Largest Losing Trade | -114108 | -55414 | -114108 | -138060 | -30065 | -138060 |
Avg Bars in Trades | 74 | 66 | 82 | 74 | 66 | 82 |
Avg Bars in Winners | 47 | 35 | 58 | 152 | 126 | 208 |
Avg Bars in Losers | 168 | 143 | 215 | 52 | 39 | 62 |
Bars Traded | 9710 | 4331 | 5379 | 9710 | 4331 | 5379 |
Profit Streak | 66.9446 | 91.4446 | 66.9446 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459834 | -252512 | -147010 | -619336 | -717436 | -788932 |
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{ "first_band": { "type": "jma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 166, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 166, "offset": 0, "scalar": 2 } } }
# | 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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