Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12000553.3411 | 11939130.5933 | 61422.7477 | 6306641.9167 | 1224056.953 | 5082584.9637 |
Total P&L (%) | 12000.5533 | 11939.1306 | 61.4227 | 6306.6419 | 1224.057 | 5082.585 |
Avg Daily Profit (%) | 7.0467 | 7.0106 | 0.0361 | 0.2446 | 0.1518 | 0.2321 |
Buy And Hold Return (%) | 2204.9818 | 2204.9818 | 2204.9818 | 2204.9818 | 2204.9818 | 2204.9818 |
Max Trade Drawdown | -96411 | -118519 | -21777 | -14114894 | -14137896 | -2467126 |
Profit Factor | 19.5967 | 23.7298 | 1.5117 | 1.1124 | 1.0258 | 1.5852 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 109 | 47 | 62 | 109 | 47 | 62 |
Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
Profitability (%) | 58.2888 | 50.5376 | 65.9574 | 58.2888 | 50.5376 | 65.9574 |
Ratio Avg Win / Avg Loss | 14.0233 | 23.2249 | 0.7802 | 0.796 | 1.004 | 0.8182 |
Largest Winning Trade | 11890334 | 11890334 | 10437 | 8289857 | 8289857 | 930174 |
Largest Losing Trade | -53191 | -53191 | -20744 | -4832750 | -4832750 | -1777911 |
Avg Bars in Trades | 104 | 196 | 13 | 104 | 196 | 13 |
Avg Bars in Winners | 94 | 202 | 11 | 94 | 202 | 11 |
Avg Bars in Losers | 119 | 191 | 17 | 119 | 191 | 17 |
Bars Traded | 19597 | 18312 | 1285 | 19597 | 18312 | 1285 |
Profit Streak | 409.0804 | 0 | 409.1637 | 409.0804 | 0 | 409.1637 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 938621 | 834442 | -307877 | -90712 | -350517 | 234832 |
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{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 188, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 188, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 143, "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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