Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5134144.6088 | 65983.9988 | -5200128.6077 | -4100177.7297 | 8481342.6462 | -12581520.3759 |
Total P&L (%) | -5134.1446 | 65.984 | -5200.1286 | -4100.1777 | 8481.3426 | -12581.5204 |
Avg Daily Profit (%) | -2.6141 | 0.0336 | -2.6477 | 0 | 0.2269 | 0 |
Buy And Hold Return (%) | 2182.7918 | 2182.7918 | 2182.7918 | 2182.7918 | 2182.7918 | 2182.7918 |
Max Trade Drawdown | -5305887 | -82346 | -5277939 | -19167539 | -5794770 | -18503832 |
Profit Factor | 0.0807 | 1.3793 | 0.0389 | 0.9029 | 1.6818 | 0.5773 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 22 | 21 | 33 | 16 | 17 |
Losing Trades | 21 | 10 | 11 | 31 | 16 | 15 |
Profitability (%) | 67.1875 | 68.75 | 65.625 | 51.5625 | 50 | 53.125 |
Ratio Avg Win / Avg Loss | 0.0394 | 0.627 | 0.0204 | 0.8481 | 1.6818 | 0.5094 |
Largest Winning Trade | 26833 | 26833 | 26589 | 10135091 | 10135091 | 6099203 |
Largest Losing Trade | -5215239 | -53886 | -5215239 | -18409710 | -1917464 | -18409710 |
Avg Bars in Trades | 87 | 71 | 104 | 87 | 71 | 104 |
Avg Bars in Winners | 32 | 27 | 37 | 103 | 103 | 104 |
Avg Bars in Losers | 201 | 167 | 232 | 70 | 38 | 103 |
Bars Traded | 5610 | 2276 | 3334 | 5610 | 2276 | 3334 |
Profit Streak | 401.7133 | 0 | 543.0467 | 0 | 608.38 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721464 | -312487 | -578201 | -724075 | 348519 | -580405 |
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{ "first_band": { "type": "jma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 236, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 236, "offset": 0, "scalar": 1 } } }
# | 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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