Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121108.3751 | 67290.7608 | 53817.6144 | 170197.6533 | 113869.1404 | 56328.5128 |
Total P&L (%) | 121.1084 | 67.2908 | 53.8176 | 170.1977 | 113.8691 | 56.3285 |
Avg Daily Profit (%) | 0.8718 | 0.4844 | 0.3874 | 0.7181 | 0.5488 | 0.3222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30558 | -21809 | -32419 | -73800 | -26680 | -77966 |
Profit Factor | 1.9212 | 2.5465 | 1.6118 | 1.8088 | 3.04 | 1.3643 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 76.8293 | 75.6098 | 78.0488 | 76.8293 | 75.6098 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.5794 | 0.8215 | 0.4533 | 0.5455 | 0.9807 | 0.3837 |
Largest Winning Trade | 13325 | 10044 | 13325 | 20068 | 17728 | 20068 |
Largest Losing Trade | -30558 | -21809 | -30558 | -73800 | -26680 | -73800 |
Avg Bars in Trades | 158 | 90 | 225 | 158 | 90 | 225 |
Avg Bars in Winners | 125 | 76 | 172 | 125 | 76 | 172 |
Avg Bars in Losers | 265 | 134 | 411 | 265 | 134 | 411 |
Bars Traded | 12958 | 3718 | 9240 | 12958 | 3718 | 9240 |
Profit Streak | 140.2508 | 140.2508 | 148.7612 | 140.2508 | 140.2508 | 148.7612 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297419 | 521416 | 423051 | 262177 | 582000 | 356322 |
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{ "first_band": { "type": "jma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 168, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 168, "offset": 0, "scalar": 2 } } }
# | 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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