Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506001.2806 | 1668111.5985 | -162110.318 | -99358.4236 | -59847.2421 | -39511.1815 |
Total P&L (%) | 1506.0013 | 1668.1116 | -162.1103 | -99.3584 | -59.8472 | -39.5112 |
Avg Daily Profit (%) | 0.6395 | 0.7084 | -0.0688 | -0.2142 | -0.0387 | -0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -305639 | -240409 | -247161 | -110923 | -63171 | -65006 |
Profit Factor | 2.5082 | 3.8031 | 0.5982 | 0.5311 | 0.5404 | 0.5162 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 41.1765 | 28.5714 | 53.4884 | 41.1765 | 28.5714 | 53.4884 |
Ratio Avg Win / Avg Loss | 3.5831 | 9.5078 | 0.5202 | 0.7587 | 1.351 | 0.4489 |
Largest Winning Trade | 1943293 | 1943293 | 42006 | 51340 | 51340 | 8966 |
Largest Losing Trade | -89528 | -50781 | -89528 | -30417 | -30417 | -24536 |
Avg Bars in Trades | 155 | 240 | 72 | 155 | 240 | 72 |
Avg Bars in Winners | 189 | 424 | 67 | 189 | 424 | 67 |
Avg Bars in Losers | 130 | 166 | 77 | 130 | 166 | 77 |
Bars Traded | 13191 | 10093 | 3099 | 13191 | 10093 | 3099 |
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 | 481360 | 189696 | -580274 | -583982 | -593142 | -580274 |
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{ "first_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 172, "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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