Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3763222.037 | 272134.6652 | -4035356.7022 | 36353830.5646 | -10477742.6052 | 46831573.1697 |
Total P&L (%) | -3763.222 | 272.1347 | -4035.3567 | 36353.8306 | -10477.7426 | 46831.5732 |
Avg Daily Profit (%) | -1.6607 | 0.1201 | -1.7808 | 0.2606 | 0 | 0.2718 |
Buy And Hold Return (%) | 10621.9986 | 10621.9986 | 10621.9986 | 10621.9986 | 10621.9986 | 10621.9986 |
Max Trade Drawdown | -3946931 | -95241 | -4112308 | -31573789 | -34128375 | -21696595 |
Profit Factor | 0.178 | 2.1145 | 0.0689 | 1.3061 | 0.8373 | 1.8615 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 17 | 16 | 37 | 19 | 18 |
Losing Trades | 38 | 19 | 19 | 34 | 17 | 17 |
Profitability (%) | 46.4789 | 47.2222 | 45.7143 | 52.1127 | 52.7778 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.205 | 2.3632 | 0.0819 | 1.2002 | 0.7492 | 1.7581 |
Largest Winning Trade | 96798 | 96798 | 46059 | 61588234 | 10871145 | 61588234 |
Largest Losing Trade | -3896793 | -36762 | -3896793 | -12390126 | -12390126 | -8840396 |
Avg Bars in Trades | 92 | 46 | 139 | 92 | 46 | 139 |
Avg Bars in Winners | 99 | 54 | 146 | 85 | 53 | 119 |
Avg Bars in Losers | 86 | 39 | 133 | 99 | 38 | 161 |
Bars Traded | 6556 | 1675 | 4881 | 6556 | 1675 | 4881 |
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 | -673424 | -195518 | -582454 | -84784 | -580420 | 378053 |
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{ "first_band": { "type": "jma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 46, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 46, "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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