Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14069558.5745 | 14102543.1882 | -32984.6137 | 271196.3433 | 1533072.6854 | -1261876.3422 |
Total P&L (%) | 14069.5586 | 14102.5432 | -32.9846 | 271.1963 | 1533.0727 | -1261.8763 |
Avg Daily Profit (%) | 5.9382 | 5.9521 | -0.0139 | 0.0554 | 0.118 | 0 |
Buy And Hold Return (%) | 507.5547 | 507.5547 | 507.5547 | 507.5547 | 507.5547 | 507.5547 |
Max Trade Drawdown | -320154 | -245829 | -155920 | -5949080 | -4129881 | -1880260 |
Profit Factor | 22.1148 | 33.9332 | 0.8615 | 1.0395 | 1.3286 | 0.4246 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 48.4848 | 33.3333 | 63.6364 | 48.4848 | 33.3333 | 63.6364 |
Ratio Avg Win / Avg Loss | 23.4969 | 67.8664 | 0.4923 | 1.1045 | 2.6571 | 0.2426 |
Largest Winning Trade | 14209697 | 14209697 | 34174 | 5594678 | 5594678 | 406212 |
Largest Losing Trade | -51735 | -48411 | -51735 | -1859501 | -1859501 | -911608 |
Avg Bars in Trades | 199 | 320 | 78 | 199 | 320 | 78 |
Avg Bars in Winners | 218 | 515 | 63 | 218 | 515 | 63 |
Avg Bars in Losers | 181 | 223 | 104 | 181 | 223 | 104 |
Bars Traded | 13179 | 10589 | 2590 | 13179 | 10589 | 2590 |
Profit Streak | 0 | 0 | 84.9313 | 0 | 0 | 84.9313 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104617 | 646766 | -578477 | -590879 | -43348 | -578477 |
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{ "first_band": { "type": "kcl", "factors": { "length": 103, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 103, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 230, "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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