Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4341.2271 | 36833.8901 | -32492.663 | -643080.0164 | 1321002.3286 | -1964082.345 |
Total P&L (%) | 4.3412 | 36.8339 | -32.4927 | -643.08 | 1321.0023 | -1964.0823 |
Avg Daily Profit (%) | 0.0032 | 0.0269 | -0.0237 | 0 | 0.1939 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -305638 | -90269 | -291513 | -2679917 | -224323 | -2577947 |
Profit Factor | 1.0079 | 1.2516 | 0.9189 | 0.8581 | 3.6676 | 0.5135 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 40 | 18 | 22 | 41 | 22 | 19 |
Losing Trades | 21 | 13 | 8 | 20 | 9 | 11 |
Profitability (%) | 65.5738 | 58.0645 | 73.3333 | 67.2131 | 70.9677 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.5292 | 0.9039 | 0.3342 | 0.4186 | 1.5004 | 0.2973 |
Largest Winning Trade | 48324 | 48324 | 32126 | 720457 | 532696 | 720457 |
Largest Losing Trade | -247543 | -42681 | -247543 | -2577947 | -130457 | -2577947 |
Avg Bars in Trades | 121 | 98 | 144 | 121 | 98 | 144 |
Avg Bars in Winners | 85 | 71 | 97 | 118 | 101 | 137 |
Avg Bars in Losers | 188 | 136 | 274 | 127 | 91 | 157 |
Bars Traded | 7397 | 3062 | 4335 | 7397 | 3062 | 4335 |
Profit Streak | 0 | 0 | 0 | 192.7251 | 266.0585 | 192.7251 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -731807 | -160339 | -577800 | -743187 | 677959 | -578507 |
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{ "first_band": { "type": "jma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 2 } } }
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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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