Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13015.7899 | -11740.6107 | 24756.4006 | 12202.3409 | -12189.7166 | 24392.0575 |
Total P&L (%) | 13.0158 | -11.7406 | 24.7564 | 12.2023 | -12.1897 | 24.3921 |
Avg Daily Profit (%) | 0.2499 | -0.2254 | 0.4754 | 0.2213 | -0.2493 | 0.42 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15581 | -11409 | -11351 | -17068 | -11933 | -12503 |
Profit Factor | 1.2832 | 0.4177 | 1.9598 | 1.2492 | 0.4237 | 1.8767 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 34 | 23 | 11 | 34 | 23 | 11 |
Profitability (%) | 52.1127 | 36.1111 | 68.5714 | 52.1127 | 36.1111 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.1792 | 0.739 | 0.8982 | 1.1479 | 0.7497 | 0.8602 |
Largest Winning Trade | 5052 | 1617 | 5052 | 5032 | 1711 | 5032 |
Largest Losing Trade | -7076 | -2104 | -7076 | -7607 | -2193 | -7607 |
Avg Bars in Trades | 325 | 41 | 617 | 325 | 41 | 617 |
Avg Bars in Winners | 387 | 49 | 570 | 387 | 49 | 570 |
Avg Bars in Losers | 257 | 36 | 720 | 257 | 36 | 720 |
Bars Traded | 23077 | 1476 | 21601 | 23077 | 1476 | 21601 |
Profit Streak | 11.204 | 11.204 | 14.4832 | 11.204 | 11.204 | 14.4832 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155614 | -587045 | 328885 | -181374 | -587045 | 297329 |
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{ "first_band": { "type": "jma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 108, "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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