Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2626594.9263 | 2619135.8423 | 7459.084 | 149932.1182 | 94916.5759 | 55015.5423 |
Total P&L (%) | 2626.5949 | 2619.1358 | 7.4591 | 149.9321 | 94.9166 | 55.0155 |
Avg Daily Profit (%) | 1.4121 | 1.4081 | 0.004 | 0.0493 | 0.0359 | 0.0236 |
Buy And Hold Return (%) | 60.9907 | 60.9907 | 60.9907 | 60.9907 | 60.9907 | 60.9907 |
Max Trade Drawdown | -166333 | -168904 | -55796 | -2211348 | -2080998 | -485080 |
Profit Factor | 4.3736 | 5.0938 | 1.0537 | 1.0186 | 1.0142 | 1.0402 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 48.2759 | 39.5349 | 56.8182 | 48.2759 | 39.5349 | 56.8182 |
Ratio Avg Win / Avg Loss | 4.686 | 7.7905 | 0.8008 | 1.0914 | 1.5511 | 0.7906 |
Largest Winning Trade | 2259293 | 2259293 | 22695 | 1809239 | 1809239 | 319132 |
Largest Losing Trade | -58131 | -58131 | -19641 | -882571 | -882571 | -371086 |
Avg Bars in Trades | 63 | 121 | 6 | 63 | 121 | 6 |
Avg Bars in Winners | 83 | 197 | 6 | 83 | 197 | 6 |
Avg Bars in Losers | 44 | 72 | 5 | 44 | 72 | 5 |
Bars Traded | 5506 | 5242 | 264 | 5506 | 5242 | 264 |
Profit Streak | 11.1896 | 0 | 13.1896 | 11.1896 | 0 | 13.1896 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 764371 | 631392 | -514484 | -330813 | -362623 | -503299 |
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 11, "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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