Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2822986.6885 | 2765965.5003 | 57021.1882 | 3043401.0871 | 2300986.7076 | 742414.3795 |
Total P&L (%) | 2822.9867 | 2765.9655 | 57.0212 | 3043.4011 | 2300.9867 | 742.4144 |
Avg Daily Profit (%) | 1.2772 | 1.2514 | 0.0258 | 0.1561 | 0.1439 | 0.0965 |
Buy And Hold Return (%) | 874.1317 | 874.1317 | 874.1317 | 874.1317 | 874.1317 | 874.1317 |
Max Trade Drawdown | -97234 | -63132 | -71458 | -2264442 | -2089444 | -1052599 |
Profit Factor | 5.584 | 8.23 | 1.2444 | 1.2815 | 1.3527 | 1.1731 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 44.7917 | 39.5833 | 50 | 44.7917 | 39.5833 | 50 |
Ratio Avg Win / Avg Loss | 6.8826 | 12.5616 | 1.2444 | 1.5795 | 2.0647 | 1.1731 |
Largest Winning Trade | 2585408 | 2585408 | 49082 | 2450975 | 2450975 | 879358 |
Largest Losing Trade | -45378 | -45378 | -36999 | -1312038 | -1312038 | -773324 |
Avg Bars in Trades | 133 | 188 | 77 | 133 | 188 | 77 |
Avg Bars in Winners | 214 | 341 | 113 | 214 | 341 | 113 |
Avg Bars in Losers | 67 | 87 | 42 | 67 | 87 | 42 |
Bars Traded | 12774 | 9037 | 3737 | 12774 | 9037 | 3737 |
Profit Streak | 0 | 104.1466 | 0 | 0 | 104.1466 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 616558 | 565910 | -324353 | 154502 | -5839 | -259573 |
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{ "first_band": { "type": "kcl", "factors": { "length": 127, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 70, "offset": 0 } } }
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# | 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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