Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -630347.0558 | 24910.3719 | -655257.4276 | 8443651.8978 | 1324720.1312 | 7118931.7666 |
Total P&L (%) | -630.3471 | 24.9104 | -655.2574 | 8443.6519 | 1324.7201 | 7118.9318 |
Avg Daily Profit (%) | -0.3448 | 0.0136 | -0.3585 | 0.2436 | 0.1454 | 0.2344 |
Buy And Hold Return (%) | 814.5944 | 814.5944 | 814.5944 | 814.5944 | 814.5944 | 814.5944 |
Max Trade Drawdown | -804111 | -67523 | -781800 | -2793147 | -987873 | -3047626 |
Profit Factor | 0.4329 | 1.1881 | 0.3307 | 2.0226 | 1.5065 | 2.2619 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 78 | 33 | 45 | 46 | 23 | 23 |
Losing Trades | 23 | 18 | 5 | 55 | 28 | 27 |
Profitability (%) | 77.2277 | 64.7059 | 90 | 45.5446 | 45.098 | 46 |
Ratio Avg Win / Avg Loss | 0.1276 | 0.6481 | 0.0367 | 2.4184 | 1.834 | 2.6552 |
Largest Winning Trade | 34128 | 34128 | 24024 | 6591013 | 1031246 | 6591013 |
Largest Losing Trade | -601064 | -63451 | -601064 | -2053641 | -465456 | -2053641 |
Avg Bars in Trades | 44 | 15 | 73 | 44 | 15 | 73 |
Avg Bars in Winners | 24 | 7 | 37 | 46 | 21 | 70 |
Avg Bars in Losers | 111 | 31 | 397 | 42 | 11 | 75 |
Bars Traded | 4477 | 812 | 3665 | 4477 | 812 | 3665 |
Profit Streak | 168.651 | 168.651 | 233.3177 | 168.651 | 168.651 | 233.3177 |
Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575319 | -532585 | -754498 | 438239 | -186120 | -167499 |
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{ "first_band": { "type": "jma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 140, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 140, "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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