Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215169.823 | 161039.1127 | 54130.7103 | 372672.8814 | 250716.9001 | 121955.9812 |
Total P&L (%) | 215.1698 | 161.0391 | 54.1307 | 372.6729 | 250.7169 | 121.956 |
Avg Daily Profit (%) | 0.4131 | 0.3092 | 0.1039 | 0.2987 | 0.2412 | 0.1532 |
Buy And Hold Return (%) | 26.6043 | 26.6043 | 26.6043 | 26.6043 | 26.6043 | 26.6043 |
Max Trade Drawdown | -48857 | -18795 | -69340 | -93825 | -56073 | -136969 |
Profit Factor | 1.9453 | 3.3937 | 1.3376 | 1.6129 | 2.2456 | 1.2998 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 47.561 | 53.6585 | 41.4634 | 47.561 | 53.6585 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.1448 | 2.9309 | 1.8884 | 1.7783 | 1.9394 | 1.8351 |
Largest Winning Trade | 88001 | 88001 | 28488 | 94354 | 94354 | 74032 |
Largest Losing Trade | -18347 | -15575 | -18347 | -51153 | -51153 | -37506 |
Avg Bars in Trades | 287 | 86 | 489 | 287 | 86 | 489 |
Avg Bars in Winners | 416 | 124 | 793 | 416 | 124 | 793 |
Avg Bars in Losers | 171 | 42 | 274 | 171 | 42 | 274 |
Bars Traded | 23615 | 3542 | 20073 | 23615 | 3542 | 20073 |
Profit Streak | 15.1332 | 0 | 16.9248 | 15.1332 | 0 | 16.9248 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 123396 | 516748 | -62744 | 65086 | 438795 | 123495 |
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{ "first_band": { "type": "kcu", "factors": { "length": 173, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 173, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 128, "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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