Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33704.9262 | -1672.9299 | 35377.8561 | 37208.5082 | -1728.2289 | 38936.7371 |
Total P&L (%) | 33.7049 | -1.6729 | 35.3779 | 37.2085 | -1.7282 | 38.9367 |
Avg Daily Profit (%) | 0.6472 | -0.0321 | 0.6793 | 0.6092 | -0.0335 | 0.6334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14434 | -7603 | -12977 | -17439 | -8815 | -15613 |
Profit Factor | 1.6533 | 0.9117 | 2.0839 | 1.6077 | 0.9218 | 1.9949 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 49.5496 | 41.0714 | 58.1818 | 49.5496 | 41.0714 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.6833 | 1.3081 | 1.4978 | 1.637 | 1.3225 | 1.4338 |
Largest Winning Trade | 6818 | 2414 | 6818 | 7471 | 2583 | 7471 |
Largest Losing Trade | -9100 | -2052 | -9100 | -11122 | -2360 | -11122 |
Avg Bars in Trades | 211 | 24 | 400 | 211 | 24 | 400 |
Avg Bars in Winners | 192 | 23 | 313 | 192 | 23 | 313 |
Avg Bars in Losers | 229 | 25 | 521 | 229 | 25 | 521 |
Bars Traded | 23423 | 1395 | 22028 | 23423 | 1395 | 22028 |
Profit Streak | 0 | 0 | 15.259 | 0 | 0 | 15.259 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354792 | -763862 | -168044 | 351169 | -763862 | -168291 |
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{ "first_band": { "type": "jma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 5 } } }
# | 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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