Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957577.4456 | 942874.303 | 14703.1427 | -45101.7481 | 90503.7214 | -135605.4695 |
Total P&L (%) | 957.5774 | 942.8743 | 14.7031 | -45.1017 | 90.5037 | -135.6055 |
Avg Daily Profit (%) | 0.5157 | 0.5078 | 0.0079 | -0.0323 | 0.0347 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162771 | -178712 | -65461 | -1262165 | -1104401 | -562372 |
Profit Factor | 2.257 | 2.914 | 1.0546 | 0.9834 | 1.052 | 0.8606 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 45.1923 | 34.6154 | 55.7692 | 45.1923 | 34.6154 | 55.7692 |
Ratio Avg Win / Avg Loss | 2.7372 | 5.5041 | 0.8364 | 1.1926 | 1.9871 | 0.6826 |
Largest Winning Trade | 1067211 | 1067211 | 48954 | 1199901 | 1199901 | 192394 |
Largest Losing Trade | -50189 | -50189 | -30995 | -340087 | -340087 | -335992 |
Avg Bars in Trades | 70 | 94 | 45 | 70 | 94 | 45 |
Avg Bars in Winners | 79 | 138 | 43 | 79 | 138 | 43 |
Avg Bars in Losers | 62 | 71 | 48 | 62 | 71 | 48 |
Bars Traded | 7293 | 4910 | 2383 | 7293 | 4910 | 2383 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483824 | -169805 | -543117 | -580704 | -494799 | -760085 |
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{ "first_band": { "type": "kcl", "factors": { "length": 47, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 47, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 95, "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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