Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025821.5638 | 1008006.2828 | 17815.281 | 66090.4033 | -570313.9311 | 636404.3345 |
Total P&L (%) | 1025.8216 | 1008.0063 | 17.8153 | 66.0904 | -570.3139 | 636.4043 |
Avg Daily Profit (%) | 0.4345 | 0.427 | 0.0075 | 0.0215 | 0 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208488 | -229303 | -57676 | -3895303 | -4379149 | -549233 |
Profit Factor | 2.7966 | 3.5965 | 1.0975 | 1.0086 | 0.905 | 1.3756 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 58.3893 | 60.8108 | 56 | 58.3893 | 60.8108 | 56 |
Ratio Avg Win / Avg Loss | 1.993 | 2.3178 | 0.8623 | 0.7188 | 0.5832 | 1.0809 |
Largest Winning Trade | 1068622 | 1068622 | 15161 | 1363983 | 1363983 | 255663 |
Largest Losing Trade | -59788 | -59788 | -29410 | -1860121 | -1860121 | -421441 |
Avg Bars in Trades | 56 | 106 | 7 | 56 | 106 | 7 |
Avg Bars in Winners | 54 | 98 | 7 | 54 | 98 | 7 |
Avg Bars in Losers | 59 | 117 | 7 | 59 | 117 | 7 |
Bars Traded | 8431 | 7862 | 569 | 8431 | 7862 | 569 |
Profit Streak | 0 | 85.951 | 0 | 0 | 85.951 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607015 | -45074 | -361677 | -375678 | -642596 | -134653 |
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 184, "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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