Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1567278.4883 | 1499379.0926 | 67899.3957 | 2738842.8342 | 1258057.4494 | 1480785.3848 |
Total P&L (%) | 1567.2785 | 1499.3791 | 67.8994 | 2738.8428 | 1258.0574 | 1480.7854 |
Avg Daily Profit (%) | 0.8618 | 0.8244 | 0.0373 | 0.1841 | 0.1435 | 0.1519 |
Buy And Hold Return (%) | 743.2566 | 743.2566 | 743.2566 | 743.2566 | 743.2566 | 743.2566 |
Max Trade Drawdown | -72513 | -110868 | -13971 | -3244042 | -3323848 | -364653 |
Profit Factor | 3.7422 | 4.2055 | 1.6543 | 1.187 | 1.1004 | 1.699 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 87 | 37 | 50 | 87 | 37 | 50 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 57.6159 | 49.3333 | 65.7895 | 57.6159 | 49.3333 | 65.7895 |
Ratio Avg Win / Avg Loss | 2.7529 | 4.3191 | 0.8602 | 0.8732 | 1.1302 | 0.8835 |
Largest Winning Trade | 729452 | 729452 | 18110 | 2888604 | 2888604 | 394576 |
Largest Losing Trade | -52883 | -52883 | -13971 | -2803429 | -2803429 | -281457 |
Avg Bars in Trades | 135 | 258 | 13 | 135 | 258 | 13 |
Avg Bars in Winners | 135 | 302 | 12 | 135 | 302 | 12 |
Avg Bars in Losers | 134 | 215 | 14 | 134 | 215 | 14 |
Bars Traded | 20407 | 19382 | 1025 | 20407 | 19382 | 1025 |
Profit Streak | 37.1539 | 0 | 37.2373 | 37.1539 | 0 | 37.2373 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585023 | -43591 | -354760 | -8736 | -177199 | -45183 |
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{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 192, "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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