Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416313.1333 | 381411.1881 | 34901.9452 | 30266.7927 | 334951.1956 | -304684.4029 |
Total P&L (%) | 416.3131 | 381.4112 | 34.9019 | 30.2668 | 334.9512 | -304.6844 |
Avg Daily Profit (%) | 0.2183 | 0.2 | 0.0183 | 0.0139 | 0.0771 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108580 | -102522 | -121133 | -514312 | -594998 | -477104 |
Profit Factor | 1.3874 | 1.6475 | 1.0719 | 1.0081 | 1.1611 | 0.8139 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 71.5026 | 69.7917 | 73.1959 | 71.5026 | 69.7917 | 73.1959 |
Ratio Avg Win / Avg Loss | 0.553 | 0.7131 | 0.3925 | 0.4018 | 0.5025 | 0.2981 |
Largest Winning Trade | 56363 | 56363 | 25062 | 158414 | 158414 | 63729 |
Largest Losing Trade | -68796 | -59763 | -68796 | -252840 | -252840 | -176218 |
Avg Bars in Trades | 38 | 49 | 26 | 38 | 49 | 26 |
Avg Bars in Winners | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Losers | 66 | 91 | 38 | 66 | 91 | 38 |
Bars Traded | 7338 | 4750 | 2588 | 7338 | 4750 | 2588 |
Profit Streak | 14.2037 | 14.2037 | 66.4537 | 14.2037 | 14.2037 | 66.4537 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436379 | 417030 | -309490 | -385248 | -131383 | -576074 |
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 149, "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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