Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404549.4281 | 349682.106 | 54867.3221 | 129010.3633 | -87789.3405 | 216799.7038 |
Total P&L (%) | 404.5494 | 349.6821 | 54.8673 | 129.0104 | -87.7893 | 216.7997 |
Avg Daily Profit (%) | 0.1613 | 0.1394 | 0.0219 | 0.033 | -0.0838 | 0.046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179602 | -136123 | -53183 | -1841425 | -1518791 | -662351 |
Profit Factor | 1.3738 | 1.4613 | 1.1692 | 1.0231 | 0.9779 | 1.1349 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 63.8655 | 62.1849 | 65.5462 | 63.8655 | 62.1849 | 65.5462 |
Ratio Avg Win / Avg Loss | 0.7773 | 0.8887 | 0.6146 | 0.5789 | 0.5947 | 0.5965 |
Largest Winning Trade | 95768 | 95768 | 19839 | 306000 | 306000 | 257561 |
Largest Losing Trade | -60133 | -60133 | -36013 | -596042 | -456394 | -596042 |
Avg Bars in Trades | 61 | 97 | 24 | 61 | 97 | 24 |
Avg Bars in Winners | 39 | 63 | 15 | 39 | 63 | 15 |
Avg Bars in Losers | 99 | 153 | 40 | 99 | 153 | 40 |
Bars Traded | 14551 | 11644 | 2907 | 14551 | 11644 | 2907 |
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 | 331244 | -6158 | -198691 | -342473 | -579436 | -203282 |
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{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 208, "offset": 0 } } }
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# | 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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