Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707484.3605 | 563928.4045 | 143555.956 | 1267675.0074 | 536718.6334 | 730956.3741 |
Total P&L (%) | 707.4844 | 563.9284 | 143.556 | 1267.675 | 536.7186 | 730.9564 |
Avg Daily Profit (%) | 0.3397 | 0.2708 | 0.0689 | 0.1257 | 0.0889 | 0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169111 | -201039 | -12649 | -2370468 | -2480124 | -279605 |
Profit Factor | 2.0968 | 2.0225 | 2.5349 | 1.1949 | 1.0952 | 1.8415 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 107 | 42 | 65 | 107 | 42 | 65 |
Losing Trades | 75 | 49 | 26 | 75 | 49 | 26 |
Profitability (%) | 58.7912 | 46.1538 | 71.4286 | 58.7912 | 46.1538 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.4697 | 2.3596 | 1.014 | 0.8375 | 1.2778 | 0.7366 |
Largest Winning Trade | 315456 | 315456 | 22433 | 1208439 | 1208439 | 178602 |
Largest Losing Trade | -39969 | -39969 | -12649 | -592704 | -592704 | -164487 |
Avg Bars in Trades | 133 | 253 | 13 | 133 | 253 | 13 |
Avg Bars in Winners | 135 | 324 | 12 | 135 | 324 | 12 |
Avg Bars in Losers | 130 | 191 | 15 | 130 | 191 | 15 |
Bars Traded | 24267 | 23027 | 1241 | 24267 | 23027 | 1241 |
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 | 511225 | 384469 | -94150 | -30535 | -191393 | -53013 |
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 74, "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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