Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239754.714 | 1278841.6383 | -39086.9243 | -37943.6095 | -124938.7413 | 86995.1317 |
Total P&L (%) | 1239.7547 | 1278.8416 | -39.0869 | -37.9436 | -124.9387 | 86.9951 |
Avg Daily Profit (%) | 0.646 | 0.6664 | -0.0204 | -0.0249 | 0 | 0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229480 | -182010 | -78860 | -1611718 | -1478965 | -597590 |
Profit Factor | 3.4228 | 5.2729 | 0.816 | 0.9871 | 0.9326 | 1.0799 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 47.8261 | 38.2353 | 57.1429 | 47.8261 | 38.2353 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.734 | 8.5178 | 0.612 | 1.0768 | 1.5065 | 0.8099 |
Largest Winning Trade | 1460852 | 1460852 | 33656 | 1354026 | 1354026 | 240746 |
Largest Losing Trade | -46347 | -29207 | -46347 | -597590 | -379486 | -597590 |
Avg Bars in Trades | 160 | 222 | 101 | 160 | 222 | 101 |
Avg Bars in Winners | 206 | 373 | 98 | 206 | 373 | 98 |
Avg Bars in Losers | 119 | 129 | 104 | 119 | 129 | 104 |
Bars Traded | 11107 | 7569 | 3538 | 11107 | 7569 | 3538 |
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 | -88726 | 555366 | -579861 | -686234 | -582592 | -282749 |
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{ "first_band": { "type": "kcl", "factors": { "length": 142, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 142, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 191, "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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