Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519268.3109 | 433814.7944 | 85453.5165 | 65988.4705 | -282264.1825 | 348252.653 |
Total P&L (%) | 519.2683 | 433.8148 | 85.4535 | 65.9885 | -282.2642 | 348.2527 |
Avg Daily Profit (%) | 0.2802 | 0.2341 | 0.0461 | 0.0274 | 0 | 0.081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169692 | -201087 | -20400 | -1181387 | -1446256 | -186956 |
Profit Factor | 1.8171 | 1.8398 | 1.7187 | 1.0207 | 0.8924 | 1.6131 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 40.6015 | 33.3333 | 47.7612 | 40.6015 | 33.3333 | 47.7612 |
Ratio Avg Win / Avg Loss | 2.6584 | 3.6795 | 1.8798 | 1.4932 | 1.7847 | 1.7644 |
Largest Winning Trade | 363561 | 363561 | 44897 | 729653 | 729653 | 269903 |
Largest Losing Trade | -64605 | -64605 | -17199 | -371122 | -371122 | -137332 |
Avg Bars in Trades | 154 | 292 | 19 | 154 | 292 | 19 |
Avg Bars in Winners | 153 | 337 | 26 | 153 | 337 | 26 |
Avg Bars in Losers | 155 | 270 | 12 | 155 | 270 | 12 |
Bars Traded | 20604 | 19315 | 1289 | 20604 | 19315 | 1289 |
Profit Streak | 0 | 60.3415 | 0 | 0 | 60.3415 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319258 | -118975 | -245609 | -357681 | -708379 | -199308 |
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{ "first_band": { "type": "jma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 24, "offset": 84, "scalar": 4 } } }
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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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