Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847921.2895 | 831760.5039 | 16160.7856 | 192484.1673 | 152200.0287 | 40284.1386 |
Total P&L (%) | 847.9213 | 831.7605 | 16.1608 | 192.4842 | 152.2 | 40.2841 |
Avg Daily Profit (%) | 0.4615 | 0.4527 | 0.0088 | 0.0584 | 0.0504 | 0.0184 |
Buy And Hold Return (%) | 47.806 | 47.806 | 47.806 | 47.806 | 47.806 | 47.806 |
Max Trade Drawdown | -127990 | -130151 | -18118 | -535231 | -535688 | -33505 |
Profit Factor | 3.0095 | 3.2778 | 1.2845 | 1.1707 | 1.1493 | 1.374 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 46.7532 | 52.6316 | 41.0256 | 46.7532 | 52.6316 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.4275 | 2.95 | 1.8465 | 1.3333 | 1.0343 | 1.9751 |
Largest Winning Trade | 763878 | 763878 | 10418 | 556603 | 556603 | 35516 |
Largest Losing Trade | -52869 | -52869 | -8955 | -181624 | -181624 | -15369 |
Avg Bars in Trades | 272 | 539 | 11 | 272 | 539 | 11 |
Avg Bars in Winners | 228 | 399 | 15 | 228 | 399 | 15 |
Avg Bars in Losers | 310 | 696 | 8 | 310 | 696 | 8 |
Bars Traded | 20957 | 20513 | 444 | 20957 | 20513 | 444 |
Profit Streak | 0 | 154.3333 | 0 | 0 | 154.3333 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31519 | 654121 | -348948 | -197374 | -183251 | -335563 |
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{ "first_band": { "type": "jma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 17, "offset": 0, "scalar": 3 } } }
# | 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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