Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432796.7644 | 357853.5367 | 74943.2276 | 550755.7443 | 447845.491 | 102910.2533 |
Total P&L (%) | 432.7968 | 357.8535 | 74.9432 | 550.7557 | 447.8455 | 102.9103 |
Avg Daily Profit (%) | 0.2034 | 0.1682 | 0.0352 | 0.0881 | 0.08 | 0.0333 |
Buy And Hold Return (%) | 48.9638 | 48.9638 | 48.9638 | 48.9638 | 48.9638 | 48.9638 |
Max Trade Drawdown | -124977 | -108871 | -54373 | -507924 | -558676 | -411497 |
Profit Factor | 1.9538 | 2.2483 | 1.4485 | 1.2356 | 1.297 | 1.124 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 40.625 | 46.875 | 34.375 | 40.625 | 46.875 | 34.375 |
Ratio Avg Win / Avg Loss | 2.8556 | 2.5481 | 2.7653 | 1.8059 | 1.4699 | 2.1459 |
Largest Winning Trade | 174542 | 174542 | 38874 | 433859 | 433859 | 170232 |
Largest Losing Trade | -40146 | -40146 | -24993 | -404245 | -404245 | -261415 |
Avg Bars in Trades | 63 | 101 | 25 | 63 | 101 | 25 |
Avg Bars in Winners | 79 | 105 | 44 | 79 | 105 | 44 |
Avg Bars in Losers | 52 | 97 | 16 | 52 | 97 | 16 |
Bars Traded | 4062 | 3242 | 820 | 4062 | 3242 | 820 |
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 | -136062 | 373708 | -159595 | -221606 | -87377 | -243472 |
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{ "first_band": { "type": "jma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 1 } } }
# | 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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