Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068161.2908 | 1163185.2432 | -95023.9524 | -16890.2672 | 667356.0174 | -684246.2846 |
Total P&L (%) | 1068.1613 | 1163.1852 | -95.024 | -16.8903 | 667.356 | -684.2463 |
Avg Daily Profit (%) | 0.4942 | 0.5382 | -0.044 | -0.0086 | 0.0943 | 0 |
Buy And Hold Return (%) | 284.9105 | 284.9105 | 284.9105 | 284.9105 | 284.9105 | 284.9105 |
Max Trade Drawdown | -188765 | -120289 | -141832 | -1104162 | -540106 | -1062597 |
Profit Factor | 2.423 | 4.2727 | 0.7596 | 0.9939 | 1.552 | 0.556 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.4615 | 6.1038 | 1.0851 | 1.4198 | 2.2172 | 0.7942 |
Largest Winning Trade | 911242 | 911242 | 66215 | 489158 | 489158 | 151263 |
Largest Losing Trade | -57319 | -35572 | -57319 | -493220 | -265919 | -493220 |
Avg Bars in Trades | 184 | 226 | 142 | 184 | 226 | 142 |
Avg Bars in Winners | 280 | 337 | 222 | 280 | 337 | 222 |
Avg Bars in Losers | 117 | 149 | 85 | 117 | 149 | 85 |
Bars Traded | 12545 | 7709 | 4836 | 12545 | 7709 | 4836 |
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 | -104485 | 453325 | -582559 | -696320 | -71938 | -584226 |
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 154, "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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