Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1116425.0241 | -15061.199 | -1101363.8251 | 164657.2366 | 4578571.353 | -4413914.1163 |
Total P&L (%) | -1116.425 | -15.0612 | -1101.3638 | 164.6572 | 4578.5714 | -4413.9141 |
Avg Daily Profit (%) | -0.4809 | -0.0065 | -0.4744 | 0.0419 | 0.1658 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1399037 | -94918 | -1320581 | -9370346 | -240001 | -10126597 |
Profit Factor | 0.3679 | 0.9269 | 0.2941 | 1.0136 | 8.7241 | 0.6158 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 47 | 21 | 26 | 37 | 20 | 17 |
Losing Trades | 22 | 14 | 8 | 32 | 15 | 17 |
Profitability (%) | 68.1159 | 60 | 76.4706 | 53.6232 | 57.1429 | 50 |
Ratio Avg Win / Avg Loss | 0.1722 | 0.618 | 0.0905 | 0.8767 | 6.5431 | 0.6158 |
Largest Winning Trade | 47662 | 28927 | 47662 | 4332160 | 3818965 | 4332160 |
Largest Losing Trade | -985176 | -78723 | -985176 | -8076062 | -129789 | -8076062 |
Avg Bars in Trades | 197 | 58 | 339 | 197 | 58 | 339 |
Avg Bars in Winners | 116 | 29 | 187 | 191 | 62 | 344 |
Avg Bars in Losers | 368 | 102 | 835 | 203 | 52 | 335 |
Bars Traded | 13600 | 2046 | 11554 | 13600 | 2046 | 11554 |
Profit Streak | 0 | 0 | 117.2964 | 0 | 0 | 117.2964 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684429 | -579491 | -576405 | -449632 | 618831 | -579837 |
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{ "first_band": { "type": "jma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 208, "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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