Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1250208.2405 | 1206107.9615 | 44100.279 | 1310709.6484 | 1184140.5607 | 126569.0877 |
Total P&L (%) | 1250.2082 | 1206.108 | 44.1003 | 1310.7096 | 1184.1406 | 126.5691 |
Avg Daily Profit (%) | 0.6879 | 0.6637 | 0.0243 | 0.1457 | 0.1406 | 0.045 |
Buy And Hold Return (%) | 636.245 | 636.245 | 636.245 | 636.245 | 636.245 | 636.245 |
Max Trade Drawdown | -163222 | -101744 | -95627 | -2337083 | -1627689 | -1138529 |
Profit Factor | 2.4502 | 3.2606 | 1.1342 | 1.1406 | 1.2077 | 1.035 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 57.3333 | 54.6667 | 60 | 57.3333 | 54.6667 | 60 |
Ratio Avg Win / Avg Loss | 1.8234 | 2.7039 | 0.7562 | 0.8488 | 1.0015 | 0.69 |
Largest Winning Trade | 734723 | 734723 | 37661 | 1326184 | 1326184 | 487348 |
Largest Losing Trade | -39446 | -39446 | -38822 | -1071636 | -1071636 | -566223 |
Avg Bars in Trades | 70 | 103 | 37 | 70 | 103 | 37 |
Avg Bars in Winners | 63 | 99 | 31 | 63 | 99 | 31 |
Avg Bars in Losers | 79 | 109 | 45 | 79 | 109 | 45 |
Bars Traded | 10578 | 7795 | 2783 | 10578 | 7795 | 2783 |
Profit Streak | 0 | 76.0692 | 0 | 0 | 76.0692 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413698 | -44868 | -456147 | -70317 | -68785 | -537681 |
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{ "first_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 141, "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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