Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218863.3504 | 1277159.6413 | -58296.2909 | 105240.6311 | 228497.2674 | -123256.6363 |
Total P&L (%) | 1218.8634 | 1277.1596 | -58.2963 | 105.2406 | 228.4973 | -123.2566 |
Avg Daily Profit (%) | 0.672 | 0.7042 | -0.0321 | 0.0397 | 0.0656 | 0 |
Buy And Hold Return (%) | 556.6599 | 556.6599 | 556.6599 | 556.6599 | 556.6599 | 556.6599 |
Max Trade Drawdown | -192952 | -135285 | -95500 | -1831781 | -1837721 | -719230 |
Profit Factor | 2.1811 | 2.9172 | 0.8406 | 1.0126 | 1.0393 | 0.9514 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 49.1329 | 43.0233 | 55.1724 | 49.1329 | 43.0233 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.2581 | 3.8634 | 0.683 | 1.0483 | 1.3763 | 0.773 |
Largest Winning Trade | 858736 | 858736 | 38478 | 1461562 | 1461562 | 406800 |
Largest Losing Trade | -37129 | -37129 | -33176 | -521802 | -521802 | -330774 |
Avg Bars in Trades | 61 | 91 | 31 | 61 | 91 | 31 |
Avg Bars in Winners | 69 | 118 | 32 | 69 | 118 | 32 |
Avg Bars in Losers | 53 | 70 | 31 | 53 | 70 | 31 |
Bars Traded | 10621 | 7842 | 2779 | 10621 | 7842 | 2779 |
Profit Streak | 0 | 77.1296 | 0 | 0 | 77.1296 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401981 | 409386 | -580429 | -511815 | -450073 | -580429 |
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{ "first_band": { "type": "kcl", "factors": { "length": 38, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 38, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 77, "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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