Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257451.5437 | 184996.4983 | 72455.0454 | 555444.9853 | 392066.8774 | 163378.108 |
Total P&L (%) | 257.4515 | 184.9965 | 72.455 | 555.445 | 392.0669 | 163.3781 |
Avg Daily Profit (%) | 0.4943 | 0.3552 | 0.1391 | 0.3616 | 0.3064 | 0.1861 |
Buy And Hold Return (%) | 35.8605 | 35.8605 | 35.8605 | 35.8605 | 35.8605 | 35.8605 |
Max Trade Drawdown | -36534 | -30121 | -43534 | -302910 | -161322 | -165187 |
Profit Factor | 1.5957 | 1.9807 | 1.2975 | 1.3326 | 1.523 | 1.1775 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Profitability (%) | 38.843 | 38.843 | 38.843 | 38.843 | 38.843 | 38.843 |
Ratio Avg Win / Avg Loss | 2.5124 | 3.1185 | 2.0429 | 2.0981 | 2.3979 | 1.8539 |
Largest Winning Trade | 82258 | 82258 | 28347 | 177792 | 177792 | 102747 |
Largest Losing Trade | -11920 | -8826 | -11920 | -86709 | -43554 | -86709 |
Avg Bars in Trades | 100 | 65 | 134 | 100 | 65 | 134 |
Avg Bars in Winners | 168 | 103 | 232 | 168 | 103 | 232 |
Avg Bars in Losers | 56 | 42 | 71 | 56 | 42 | 71 |
Bars Traded | 24249 | 7985 | 16263 | 24249 | 7985 | 16263 |
Profit Streak | 0 | 8.2123 | 0 | 0 | 8.2123 | 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 | 341908 | 252566 | -18032 | 258185 | 238355 | -23561 |
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{ "first_band": { "type": "kcu", "factors": { "length": 108, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 108, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 63, "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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