Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011037.3848 | 1046793.486 | -35756.1012 | -1837057.5971 | 39044847.0219 | -40881904.6191 |
Total P&L (%) | 1011.0374 | 1046.7935 | -35.7561 | -1837.0576 | 39044.847 | -40881.9046 |
Avg Daily Profit (%) | 0.4452 | 0.4609 | -0.0157 | 0 | 0.2632 | 0 |
Buy And Hold Return (%) | 7900.067 | 7900.067 | 7900.067 | 7900.067 | 7900.067 | 7900.067 |
Max Trade Drawdown | -194744 | -116058 | -147724 | -38146205 | -7963835 | -44619702 |
Profit Factor | 3.0369 | 5.5685 | 0.8662 | 0.9716 | 4.1165 | 0.2166 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 20 | 19 | 41 | 20 | 21 |
Losing Trades | 20 | 9 | 11 | 18 | 9 | 9 |
Profitability (%) | 66.1017 | 68.9655 | 63.3333 | 69.4915 | 68.9655 | 70 |
Ratio Avg Win / Avg Loss | 1.5574 | 2.5058 | 0.5015 | 0.4266 | 1.8524 | 0.0928 |
Largest Winning Trade | 377231 | 377231 | 31849 | 20764578 | 20764578 | 3568360 |
Largest Losing Trade | -120048 | -55193 | -120048 | -31688078 | -4478949 | -31688078 |
Avg Bars in Trades | 210 | 378 | 48 | 210 | 378 | 48 |
Avg Bars in Winners | 128 | 215 | 37 | 148 | 264 | 37 |
Avg Bars in Losers | 371 | 740 | 68 | 353 | 631 | 75 |
Bars Traded | 12444 | 10978 | 1466 | 12444 | 10978 | 1466 |
Profit Streak | 58.3579 | 72.3579 | 58.3579 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -326276 | -143927 | -578536 | -757751 | 602781 | -578232 |
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{ "first_band": { "type": "jma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 201, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 201, "offset": 0, "scalar": 5 } } }
# | 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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