Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379713.4798 | 334627.4426 | 45086.0372 | 576924.0792 | 157229.7752 | 419694.304 |
Total P&L (%) | 379.7135 | 334.6274 | 45.086 | 576.9241 | 157.2298 | 419.6943 |
Avg Daily Profit (%) | 0.3076 | 0.2711 | 0.0365 | 0.1551 | 0.0766 | 0.1336 |
Buy And Hold Return (%) | 87.2185 | 87.2185 | 87.2185 | 87.2185 | 87.2185 | 87.2185 |
Max Trade Drawdown | -84995 | -77686 | -54457 | -1189631 | -1140036 | -499350 |
Profit Factor | 2.1138 | 2.4019 | 1.441 | 1.1931 | 1.0677 | 1.6297 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 62.3188 | 58.8235 | 65.7143 | 62.3188 | 58.8235 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.2781 | 1.6813 | 0.7518 | 0.7214 | 0.7474 | 0.8503 |
Largest Winning Trade | 139775 | 139775 | 17399 | 730589 | 730589 | 214387 |
Largest Losing Trade | -41825 | -41825 | -28127 | -767015 | -767015 | -264910 |
Avg Bars in Trades | 99 | 179 | 22 | 99 | 179 | 22 |
Avg Bars in Winners | 82 | 154 | 19 | 82 | 154 | 19 |
Avg Bars in Losers | 128 | 213 | 29 | 128 | 213 | 29 |
Bars Traded | 6875 | 6086 | 789 | 6875 | 6086 | 789 |
Profit Streak | 0 | 81.7983 | 0 | 0 | 81.7983 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94861 | 450938 | -308297 | -106816 | -244521 | -13548 |
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{ "first_band": { "type": "kcl", "factors": { "length": 30, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 221, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 30, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 221, "offset": 0 } } }
# | 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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