Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1207843.5224 | 1177990.273 | 29853.2494 | 1982265.7744 | 3002428.8569 | -1020163.0826 |
Total P&L (%) | 1207.8435 | 1177.9903 | 29.8532 | 1982.2658 | 3002.4289 | -1020.1631 |
Avg Daily Profit (%) | 0.6633 | 0.647 | 0.0164 | 0.1669 | 0.1888 | 0 |
Buy And Hold Return (%) | 654.6458 | 654.6458 | 654.6458 | 654.6458 | 654.6458 | 654.6458 |
Max Trade Drawdown | -112438 | -50879 | -91075 | -3860603 | -2496372 | -1650368 |
Profit Factor | 3.1089 | 6.0774 | 1.0876 | 1.1768 | 1.6129 | 0.8385 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 45.122 | 48.7805 | 41.4634 | 45.122 | 48.7805 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.7812 | 6.3813 | 1.5355 | 1.4312 | 1.6935 | 1.1837 |
Largest Winning Trade | 742974 | 742974 | 73967 | 3769146 | 3769146 | 1244746 |
Largest Losing Trade | -54237 | -31009 | -54237 | -853342 | -752543 | -853342 |
Avg Bars in Trades | 128 | 93 | 162 | 128 | 93 | 162 |
Avg Bars in Winners | 200 | 129 | 283 | 200 | 129 | 283 |
Avg Bars in Losers | 69 | 59 | 77 | 69 | 59 | 77 |
Bars Traded | 10511 | 3838 | 6673 | 10511 | 3838 | 6673 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -658 | 421978 | -463043 | -32089 | 318806 | -582395 |
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{ "first_band": { "type": "kcu", "factors": { "length": 145, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 145, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 89, "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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