Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643057.2828 | 527807.3151 | 115249.9678 | 1043211.8464 | 2399765.8508 | -1356554.0044 |
Total P&L (%) | 643.0573 | 527.8073 | 115.25 | 1043.2118 | 2399.7659 | -1356.554 |
Avg Daily Profit (%) | 0.3352 | 0.2751 | 0.0601 | 0.1271 | 0.1679 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116600 | -146804 | -80554 | -3592538 | -1543781 | -2984754 |
Profit Factor | 1.6514 | 1.8056 | 1.3472 | 1.0896 | 1.3587 | 0.7259 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 159 | 78 | 81 | 159 | 78 | 81 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 68.2403 | 67.2414 | 69.2308 | 68.2403 | 67.2414 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.7686 | 0.8797 | 0.5987 | 0.5071 | 0.662 | 0.3226 |
Largest Winning Trade | 124185 | 124185 | 26211 | 1589130 | 1589130 | 213405 |
Largest Losing Trade | -63637 | -63637 | -52963 | -2258029 | -1276150 | -2258029 |
Avg Bars in Trades | 47 | 73 | 22 | 47 | 73 | 22 |
Avg Bars in Winners | 32 | 45 | 19 | 32 | 45 | 19 |
Avg Bars in Losers | 80 | 129 | 28 | 80 | 129 | 28 |
Bars Traded | 11085 | 8497 | 2588 | 11085 | 8497 | 2588 |
Profit Streak | 22.8255 | 22.8255 | 76.1588 | 22.8255 | 22.8255 | 76.1588 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525339 | 427086 | -110097 | -141479 | 326739 | -576879 |
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 225, "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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