Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1304397.2614 | 1268199.9294 | 36197.3321 | 1112505.4953 | 945616.5212 | 166888.9741 |
Total P&L (%) | 1304.3973 | 1268.1999 | 36.1973 | 1112.5055 | 945.6165 | 166.889 |
Avg Daily Profit (%) | 0.7143 | 0.6945 | 0.0198 | 0.1367 | 0.1286 | 0.0538 |
Buy And Hold Return (%) | 672.3676 | 672.3676 | 672.3676 | 672.3676 | 672.3676 | 672.3676 |
Max Trade Drawdown | -130098 | -89560 | -40896 | -3177771 | -2747156 | -960279 |
Profit Factor | 3.1024 | 4.1574 | 1.1655 | 1.1019 | 1.1315 | 1.0448 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 43.1579 | 34.0426 | 52.0833 | 43.1579 | 34.0426 | 52.0833 |
Ratio Avg Win / Avg Loss | 4.0861 | 8.0549 | 1.0722 | 1.4513 | 2.1923 | 0.9612 |
Largest Winning Trade | 810530 | 810530 | 66009 | 2556096 | 2556096 | 894856 |
Largest Losing Trade | -32242 | -28970 | -32242 | -816617 | -786528 | -816617 |
Avg Bars in Trades | 215 | 296 | 135 | 215 | 296 | 135 |
Avg Bars in Winners | 322 | 551 | 175 | 322 | 551 | 175 |
Avg Bars in Losers | 133 | 164 | 91 | 133 | 164 | 91 |
Bars Traded | 20431 | 13923 | 6508 | 20431 | 13923 | 6508 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311937 | 204081 | -370310 | -130072 | -141131 | -459417 |
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{ "first_band": { "type": "kcl", "factors": { "length": 217, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 167, "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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