Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35323.3101 | 10984.3548 | 24338.9553 | 37901.0944 | 12230.669 | 25670.4253 |
Total P&L (%) | 35.3233 | 10.9844 | 24.339 | 37.9011 | 12.2307 | 25.6704 |
Avg Daily Profit (%) | 0.6783 | 0.2109 | 0.4673 | 0.619 | 0.2218 | 0.4397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14846 | -10389 | -13193 | -17929 | -11962 | -16942 |
Profit Factor | 1.3786 | 1.2432 | 1.5058 | 1.3382 | 1.23 | 1.4358 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 55.7823 | 48.6486 | 63.0137 | 55.7823 | 48.6486 | 63.0137 |
Ratio Avg Win / Avg Loss | 1.0928 | 1.3122 | 0.8839 | 1.0607 | 1.2984 | 0.8427 |
Largest Winning Trade | 5392 | 5392 | 4429 | 5960 | 5960 | 4978 |
Largest Losing Trade | -7090 | -6906 | -7090 | -9111 | -7878 | -9111 |
Avg Bars in Trades | 163 | 99 | 228 | 163 | 99 | 228 |
Avg Bars in Winners | 119 | 76 | 152 | 119 | 76 | 152 |
Avg Bars in Losers | 218 | 120 | 357 | 218 | 120 | 357 |
Bars Traded | 23990 | 7346 | 16644 | 23990 | 7346 | 16644 |
Profit Streak | 5.1233 | 5.1566 | 0 | 5.1233 | 5.1566 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339532 | -194029 | -66187 | 320638 | -155242 | -66351 |
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{ "first_band": { "type": "jma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "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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