Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420240.1811 | 459279.8784 | -39039.6973 | 344500.7207 | 1868410.0174 | -1523909.2967 |
Total P&L (%) | 420.2402 | 459.2799 | -39.0397 | 344.5007 | 1868.41 | -1523.9093 |
Avg Daily Profit (%) | 0.2303 | 0.2517 | -0.0214 | 0.0818 | 0.1634 | 0 |
Buy And Hold Return (%) | 711.5234 | 711.5234 | 711.5234 | 711.5234 | 711.5234 | 711.5234 |
Max Trade Drawdown | -97841 | -52117 | -99777 | -1445819 | -549325 | -1567507 |
Profit Factor | 1.7521 | 3.8417 | 0.9017 | 1.0642 | 2.2872 | 0.6106 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 57.1429 | 62.8571 | 51.4286 | 57.1429 | 62.8571 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.3141 | 2.2701 | 0.8516 | 0.7982 | 1.3515 | 0.5766 |
Largest Winning Trade | 103413 | 103413 | 74505 | 689313 | 689313 | 469537 |
Largest Losing Trade | -52113 | -22706 | -52113 | -858238 | -196942 | -858238 |
Avg Bars in Trades | 146 | 43 | 249 | 146 | 43 | 249 |
Avg Bars in Winners | 188 | 49 | 359 | 188 | 49 | 359 |
Avg Bars in Losers | 90 | 34 | 132 | 90 | 34 | 132 |
Bars Traded | 10250 | 1521 | 8729 | 10250 | 1521 | 8729 |
Profit Streak | 0 | 124.8231 | 0 | 0 | 124.8231 | 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 | -253260 | -148546 | -580602 | -498659 | 350932 | -580602 |
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{ "first_band": { "type": "kcu", "factors": { "length": 107, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 107, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 119, "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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