Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1671543.7648 | -24024.6637 | -1647519.1011 | -5805446.9015 | 2565589.2834 | -8371036.1849 |
Total P&L (%) | -1671.5438 | -24.0247 | -1647.5191 | -5805.4469 | 2565.5893 | -8371.0362 |
Avg Daily Profit (%) | -0.9325 | -0.0134 | -0.9191 | 0 | 0.1833 | 0 |
Buy And Hold Return (%) | 247.0899 | 247.0899 | 247.0899 | 247.0899 | 247.0899 | 247.0899 |
Max Trade Drawdown | -1896623 | -66366 | -67698 | -7507793 | -1065821 | -6891119 |
Profit Factor | 0.2092 | 0.8299 | 0.1647 | 0.6813 | 1.7544 | 0.4349 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 47 | 19 | 28 | 18 | 15 | 3 |
Losing Trades | 18 | 14 | 4 | 47 | 18 | 29 |
Profitability (%) | 72.3077 | 57.5758 | 87.5 | 27.6923 | 45.4545 | 9.375 |
Ratio Avg Win / Avg Loss | 0.0801 | 0.6115 | 0.0235 | 1.7788 | 2.1053 | 4.2037 |
Largest Winning Trade | 33788 | 33788 | 21163 | 4992086 | 1457398 | 4992086 |
Largest Losing Trade | -1882525 | -39402 | -1882525 | -2518596 | -485316 | -2518596 |
Avg Bars in Trades | 91 | 29 | 156 | 91 | 29 | 156 |
Avg Bars in Winners | 69 | 14 | 106 | 100 | 46 | 373 |
Avg Bars in Losers | 151 | 49 | 506 | 88 | 15 | 133 |
Bars Traded | 5969 | 973 | 4996 | 5969 | 973 | 4996 |
Profit Streak | 162.2585 | 162.2585 | 536.7585 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -712920 | -578964 | -574754 | -732226 | 349440 | -676713 |
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{ "first_band": { "type": "jma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 188, "offset": 0, "scalar": 5 } } }
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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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