Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749629.4458 | 754868.5007 | -5239.0549 | 58434.1081 | 703102.4222 | -644668.3141 |
Total P&L (%) | 749.6294 | 754.8685 | -5.2391 | 58.4341 | 703.1024 | -644.6683 |
Avg Daily Profit (%) | 0.36 | 0.3625 | -0.0025 | 0.0221 | 0.1001 | 0 |
Buy And Hold Return (%) | 114.786 | 114.786 | 114.786 | 114.786 | 114.786 | 114.786 |
Max Trade Drawdown | -135751 | -135572 | -49951 | -2328145 | -1590651 | -870590 |
Profit Factor | 2.1294 | 2.3505 | 0.95 | 1.0133 | 1.2111 | 0.3941 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 46.8254 | 36.5079 | 57.1429 | 46.8254 | 36.5079 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.4181 | 4.0878 | 0.7125 | 1.1507 | 2.1063 | 0.2956 |
Largest Winning Trade | 475560 | 475560 | 13216 | 1200534 | 1200534 | 60412 |
Largest Losing Trade | -57930 | -57930 | -23294 | -1099498 | -1099498 | -576400 |
Avg Bars in Trades | 193 | 377 | 10 | 193 | 377 | 10 |
Avg Bars in Winners | 225 | 567 | 6 | 225 | 567 | 6 |
Avg Bars in Losers | 166 | 267 | 15 | 166 | 267 | 15 |
Bars Traded | 24419 | 23758 | 661 | 24419 | 23758 | 661 |
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 | 440696 | -138584 | -726254 | -535919 | -211074 | -726254 |
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 49, "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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