Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9633195.3231 | 9591267.1471 | 41928.176 | 4053730.7853 | 978443.4997 | 3075287.2856 |
Total P&L (%) | 9633.1953 | 9591.2671 | 41.9282 | 4053.7308 | 978.4435 | 3075.2873 |
Avg Daily Profit (%) | 5.6566 | 5.632 | 0.0246 | 0.2191 | 0.1397 | 0.2033 |
Buy And Hold Return (%) | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 |
Max Trade Drawdown | -103953 | -111899 | -16952 | -14394161 | -15216263 | -1730185 |
Profit Factor | 19.8139 | 24.1039 | 1.4327 | 1.0928 | 1.0271 | 1.4097 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 60.6838 | 55.1724 | 66.1017 | 60.6838 | 55.1724 | 66.1017 |
Ratio Avg Win / Avg Loss | 12.8371 | 19.5844 | 0.7347 | 0.708 | 0.8345 | 0.7229 |
Largest Winning Trade | 9586373 | 9586373 | 8890 | 8029682 | 8029682 | 776812 |
Largest Losing Trade | -47244 | -47244 | -10479 | -5173986 | -5173986 | -1730185 |
Avg Bars in Trades | 167 | 311 | 26 | 167 | 311 | 26 |
Avg Bars in Winners | 163 | 333 | 25 | 163 | 333 | 25 |
Avg Bars in Losers | 173 | 285 | 28 | 173 | 285 | 28 |
Bars Traded | 19619 | 18076 | 1543 | 19619 | 18076 | 1543 |
Profit Streak | 413.8937 | 0 | 435.727 | 413.8937 | 0 | 435.727 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 899000 | -156711 | -500259 | -117228 | -543671 | -196867 |
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 210, "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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