Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1372592.431 | 1340148.7058 | 32443.7252 | 1589031.3281 | 1213377.9252 | 375653.4028 |
Total P&L (%) | 1372.5924 | 1340.1487 | 32.4437 | 1589.0313 | 1213.3779 | 375.6534 |
Avg Daily Profit (%) | 0.7565 | 0.7386 | 0.0179 | 0.1559 | 0.142 | 0.086 |
Buy And Hold Return (%) | 578.7107 | 578.7107 | 578.7107 | 578.7107 | 578.7107 | 578.7107 |
Max Trade Drawdown | -150308 | -111520 | -87226 | -2292273 | -1883455 | -1232353 |
Profit Factor | 3.2243 | 4.6381 | 1.1304 | 1.2212 | 1.2693 | 1.1402 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 41.9753 | 42.5 | 41.4634 | 41.9753 | 42.5 | 41.4634 |
Ratio Avg Win / Avg Loss | 4.4571 | 6.275 | 1.5959 | 1.6881 | 1.7173 | 1.6097 |
Largest Winning Trade | 1008884 | 1008884 | 52678 | 1170364 | 1170364 | 808419 |
Largest Losing Trade | -52695 | -52695 | -34171 | -675350 | -675350 | -440482 |
Avg Bars in Trades | 63 | 87 | 39 | 63 | 87 | 39 |
Avg Bars in Winners | 81 | 100 | 63 | 81 | 100 | 63 |
Avg Bars in Losers | 49 | 78 | 22 | 49 | 78 | 22 |
Bars Traded | 5117 | 3511 | 1606 | 5117 | 3511 | 1606 |
Profit Streak | 0 | 70.8017 | 0 | 0 | 70.8017 | 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 | -4851 | 470045 | -413958 | -14361 | -10574 | -312393 |
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{ "first_band": { "type": "jma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 18, "offset": 0, "scalar": 2 } } }
# | 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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