Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100578.0965 | 20469.9624 | 80108.1341 | 98689.4796 | 24616.624 | 74072.8556 |
Total P&L (%) | 100.5781 | 20.47 | 80.1081 | 98.6895 | 24.6166 | 74.0729 |
Avg Daily Profit (%) | 0.3862 | 0.0786 | 0.3076 | 0.264 | 0.0845 | 0.2131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55459 | -28559 | -44357 | -147630 | -76698 | -126481 |
Profit Factor | 1.547 | 1.3382 | 1.6496 | 1.2196 | 1.1811 | 1.2362 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 72.7273 | 71.0526 | 74.359 | 72.7273 | 71.0526 | 74.359 |
Ratio Avg Win / Avg Loss | 0.5801 | 0.5452 | 0.5688 | 0.4573 | 0.4812 | 0.4263 |
Largest Winning Trade | 18816 | 7596 | 18816 | 30776 | 13539 | 30776 |
Largest Losing Trade | -29745 | -17244 | -29745 | -91020 | -38323 | -91020 |
Avg Bars in Trades | 317 | 98 | 531 | 317 | 98 | 531 |
Avg Bars in Winners | 248 | 94 | 391 | 248 | 94 | 391 |
Avg Bars in Losers | 501 | 107 | 935 | 501 | 107 | 935 |
Bars Traded | 24454 | 3732 | 20722 | 24454 | 3732 | 20722 |
Profit Streak | 12.4313 | 12.4313 | 12.8896 | 12.4313 | 12.4313 | 12.8896 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33799 | -93962 | 423033 | -36845 | -104873 | 310466 |
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{ "first_band": { "type": "jma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "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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