Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458647.6568 | 401881.6905 | 56765.9663 | 200292.0267 | 46458.8374 | 153833.1893 |
Total P&L (%) | 458.6477 | 401.8817 | 56.766 | 200.292 | 46.4588 | 153.8332 |
Avg Daily Profit (%) | 0.2202 | 0.1929 | 0.0272 | 0.0528 | 0.0183 | 0.0447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109191 | -95680 | -34837 | -750641 | -728547 | -202506 |
Profit Factor | 1.759 | 1.9441 | 1.3178 | 1.0657 | 1.021 | 1.1838 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 48.8722 | 43.9394 | 53.7313 | 48.8722 | 43.9394 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.8402 | 2.4804 | 1.1348 | 1.1149 | 1.3027 | 1.0194 |
Largest Winning Trade | 250949 | 250949 | 36933 | 496056 | 496056 | 116700 |
Largest Losing Trade | -37247 | -37247 | -19919 | -220327 | -220327 | -93262 |
Avg Bars in Trades | 184 | 329 | 42 | 184 | 329 | 42 |
Avg Bars in Winners | 234 | 475 | 39 | 234 | 475 | 39 |
Avg Bars in Losers | 137 | 214 | 45 | 137 | 214 | 45 |
Bars Traded | 24549 | 21727 | 2822 | 24549 | 21727 | 2822 |
Profit Streak | 10.9807 | 0 | 57.7307 | 10.9807 | 0 | 57.7307 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420623 | -115562 | -272801 | -270069 | -494247 | -267128 |
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 145, "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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