Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413490.7612 | 1337420.9742 | 76069.787 | 3315452.6959 | 1742417.9878 | 1573034.7081 |
Total P&L (%) | 1413.4908 | 1337.421 | 76.0698 | 3315.4527 | 1742.418 | 1573.0347 |
Avg Daily Profit (%) | 0.7782 | 0.7364 | 0.0419 | 0.1946 | 0.1606 | 0.1552 |
Buy And Hold Return (%) | 572.956 | 572.956 | 572.956 | 572.956 | 572.956 | 572.956 |
Max Trade Drawdown | -120346 | -131237 | -44525 | -8035285 | -7281544 | -2157394 |
Profit Factor | 2.6612 | 3.206 | 1.311 | 1.1469 | 1.1078 | 1.2451 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 99 | 42 | 57 | 99 | 42 | 57 |
Losing Trades | 136 | 75 | 61 | 136 | 75 | 61 |
Profitability (%) | 42.1277 | 35.8974 | 48.3051 | 42.1277 | 35.8974 | 48.3051 |
Ratio Avg Win / Avg Loss | 3.6558 | 5.725 | 1.403 | 1.5755 | 1.9783 | 1.3325 |
Largest Winning Trade | 826943 | 826943 | 26825 | 4924942 | 4924942 | 1153655 |
Largest Losing Trade | -24580 | -24580 | -11959 | -1080794 | -1080794 | -664935 |
Avg Bars in Trades | 91 | 152 | 30 | 91 | 152 | 30 |
Avg Bars in Winners | 129 | 254 | 37 | 129 | 254 | 37 |
Avg Bars in Losers | 63 | 95 | 23 | 63 | 95 | 23 |
Bars Traded | 21421 | 17822 | 3599 | 21421 | 17822 | 3599 |
Profit Streak | 0 | 72.6594 | 0 | 0 | 72.6594 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448168 | 335810 | -303488 | -52524 | -100930 | 113984 |
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{ "first_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 46, "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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