Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1570901.1939 | 1528913.9776 | 41987.2163 | 38383.5224 | -451380.8002 | 489764.3226 |
Total P&L (%) | 1570.9012 | 1528.914 | 41.9872 | 38.3835 | -451.3808 | 489.7643 |
Avg Daily Profit (%) | 0.754 | 0.7339 | 0.0202 | 0.0156 | 0 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148596 | -173088 | -49489 | -1830156 | -2103476 | -82233 |
Profit Factor | 3.2943 | 3.8069 | 1.2999 | 1.0087 | 0.8877 | 2.2684 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 56.4356 | 46 | 66.6667 | 56.4356 | 46 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.543 | 4.469 | 0.65 | 0.7787 | 1.0421 | 1.1342 |
Largest Winning Trade | 1527505 | 1527505 | 22933 | 1510250 | 1510250 | 146190 |
Largest Losing Trade | -56994 | -56994 | -46413 | -982589 | -982589 | -82233 |
Avg Bars in Trades | 235 | 444 | 31 | 235 | 444 | 31 |
Avg Bars in Winners | 230 | 525 | 31 | 230 | 525 | 31 |
Avg Bars in Losers | 242 | 375 | 33 | 242 | 375 | 33 |
Bars Traded | 23829 | 22211 | 1618 | 23829 | 22211 | 1618 |
Profit Streak | 101.5392 | 101.5392 | 167.0392 | 101.5392 | 101.5392 | 167.0392 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 775087 | -161529 | -346490 | -384529 | -760161 | -252906 |
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{ "first_band": { "type": "kcl", "factors": { "length": 48, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 234, "offset": 0 } } }
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# | 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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