Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213829.986 | 1225046.6463 | -11216.6604 | 350110.7035 | 690117.3649 | -340006.6615 |
Total P&L (%) | 1213.83 | 1225.0466 | -11.2167 | 350.1107 | 690.1174 | -340.0067 |
Avg Daily Profit (%) | 0.6679 | 0.6741 | -0.0062 | 0.0828 | 0.1138 | 0 |
Buy And Hold Return (%) | 698.1852 | 698.1852 | 698.1852 | 698.1852 | 698.1852 | 698.1852 |
Max Trade Drawdown | -106898 | -129028 | -58317 | -1086273 | -1024155 | -497399 |
Profit Factor | 2.7376 | 4.2596 | 0.9652 | 1.0795 | 1.2894 | 0.8317 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 48.8372 | 44.186 | 53.4884 | 48.8372 | 44.186 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.868 | 5.3805 | 0.8393 | 1.1309 | 1.6287 | 0.7232 |
Largest Winning Trade | 851569 | 851569 | 40150 | 612662 | 612662 | 308617 |
Largest Losing Trade | -48334 | -48334 | -39601 | -497399 | -335787 | -497399 |
Avg Bars in Trades | 122 | 168 | 76 | 122 | 168 | 76 |
Avg Bars in Winners | 138 | 213 | 76 | 138 | 213 | 76 |
Avg Bars in Losers | 107 | 132 | 77 | 107 | 132 | 77 |
Bars Traded | 10532 | 7227 | 3305 | 10532 | 7227 | 3305 |
Profit Streak | 62.5959 | 72.0959 | 62.5959 | 62.5959 | 72.0959 | 62.5959 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337704 | 329936 | -579715 | -380521 | -206950 | -579715 |
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{ "first_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 224, "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) |
---|