Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48765.0393 | 13890.0139 | 34875.0255 | 58933.7436 | 13302.465 | 45631.2785 |
Total P&L (%) | 48.765 | 13.89 | 34.875 | 58.9337 | 13.3025 | 45.6313 |
Avg Daily Profit (%) | 0.9363 | 0.2667 | 0.6696 | 0.8936 | 0.2401 | 0.7244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22276 | -17679 | -8334 | -38529 | -29569 | -15502 |
Profit Factor | 1.7997 | 1.4214 | 2.2445 | 1.6042 | 1.2567 | 1.9979 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 63.1579 | 63.1579 | 63.1579 | 63.1579 | 63.1579 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.0498 | 0.8292 | 1.3093 | 0.9358 | 0.7331 | 1.1654 |
Largest Winning Trade | 8045 | 8045 | 7640 | 10919 | 9489 | 10919 |
Largest Losing Trade | -6503 | -6503 | -5807 | -10929 | -10929 | -10720 |
Avg Bars in Trades | 212 | 102 | 322 | 212 | 102 | 322 |
Avg Bars in Winners | 171 | 80 | 262 | 171 | 80 | 262 |
Avg Bars in Losers | 282 | 139 | 425 | 282 | 139 | 425 |
Bars Traded | 24219 | 5818 | 18401 | 24219 | 5818 | 18401 |
Profit Streak | 4.9591 | 0 | 5.4508 | 4.9591 | 0 | 5.4508 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516874 | -217811 | -167110 | 467349 | -237324 | -166162 |
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{ "first_band": { "type": "jma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 189, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 189, "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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