Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2261591.8261 | -142526.5326 | -2119065.2934 | 1144605.864 | 31919107.8106 | -30774501.9465 |
Total P&L (%) | -2261.5918 | -142.5265 | -2119.0653 | 1144.6059 | 31919.1078 | -30774.5019 |
Avg Daily Profit (%) | -1.2055 | -0.076 | -1.1295 | 0.1345 | 0.308 | 0 |
Buy And Hold Return (%) | 429.3869 | 429.3869 | 429.3869 | 429.3869 | 429.3869 | 429.3869 |
Max Trade Drawdown | -2433027 | -249975 | -2246051 | -40631038 | -2737742 | -44571131 |
Profit Factor | 0.2776 | 0.7059 | 0.1992 | 1.0136 | 3.012 | 0.55 |
Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
Winning Trades | 283 | 132 | 151 | 173 | 93 | 80 |
Losing Trades | 82 | 51 | 31 | 192 | 90 | 102 |
Profitability (%) | 77.5342 | 72.1311 | 82.967 | 47.3973 | 50.8197 | 43.956 |
Ratio Avg Win / Avg Loss | 0.0804 | 0.2727 | 0.0409 | 1.1249 | 2.9149 | 0.7013 |
Largest Winning Trade | 18838 | 13907 | 18838 | 15072769 | 7246374 | 15072769 |
Largest Losing Trade | -1418379 | -37573 | -1418379 | -34614707 | -1833886 | -34614707 |
Avg Bars in Trades | 60 | 48 | 73 | 60 | 48 | 73 |
Avg Bars in Winners | 23 | 16 | 29 | 73 | 63 | 85 |
Avg Bars in Losers | 190 | 133 | 283 | 49 | 33 | 63 |
Bars Traded | 22235 | 8936 | 13299 | 22235 | 8936 | 13299 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575300 | -577506 | -575925 | -221169 | 548024 | -582730 |
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{ "first_band": { "type": "jma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 166, "scalar": 2 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 166, "scalar": 2 } } }
# | 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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