Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -422494.728 | 75893.3046 | -498388.0326 | 15397310.1972 | 5019250.7482 | 10378059.449 |
Total P&L (%) | -422.4947 | 75.8933 | -498.388 | 15397.3102 | 5019.2507 | 10378.0594 |
Avg Daily Profit (%) | -0.2323 | 0.0417 | -0.274 | 0.2777 | 0.2166 | 0.2561 |
Buy And Hold Return (%) | 625.1787 | 625.1787 | 625.1787 | 625.1787 | 625.1787 | 625.1787 |
Max Trade Drawdown | -679792 | -64156 | -657726 | -2492410 | -457675 | -3041247 |
Profit Factor | 0.5426 | 1.9485 | 0.4093 | 3.4091 | 5.8954 | 2.934 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 40 | 17 | 23 | 32 | 20 | 12 |
Losing Trades | 17 | 12 | 5 | 25 | 9 | 16 |
Profitability (%) | 70.1754 | 58.6207 | 82.1429 | 56.1404 | 68.9655 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.2306 | 1.3754 | 0.089 | 2.6633 | 2.6529 | 3.912 |
Largest Winning Trade | 47545 | 28132 | 47545 | 6290022 | 1341688 | 6290022 |
Largest Losing Trade | -512380 | -52001 | -512380 | -1956359 | -259359 | -1956359 |
Avg Bars in Trades | 157 | 37 | 281 | 157 | 37 | 281 |
Avg Bars in Winners | 106 | 31 | 162 | 135 | 39 | 297 |
Avg Bars in Losers | 276 | 46 | 830 | 184 | 32 | 269 |
Bars Traded | 8961 | 1082 | 7879 | 8961 | 1082 | 7879 |
Profit Streak | 197.1082 | 197.1082 | 223.4415 | 197.1082 | 197.1082 | 223.4415 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756224 | -297931 | -596355 | -162044 | 734229 | -8332 |
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{ "first_band": { "type": "jma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 166, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 166, "offset": 0, "scalar": 5 } } }
# | 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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