Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694442.923 | 668785.1223 | 25657.8007 | 756245.5112 | 1828965.4274 | -1072719.9162 |
Total P&L (%) | 694.4429 | 668.7851 | 25.6578 | 756.2455 | 1828.9654 | -1072.7199 |
Avg Daily Profit (%) | 0.3809 | 0.3669 | 0.0141 | 0.1179 | 0.1625 | 0 |
Buy And Hold Return (%) | 167.9187 | 167.9187 | 167.9187 | 167.9187 | 167.9187 | 167.9187 |
Max Trade Drawdown | -121084 | -86356 | -73507 | -2916639 | -1614226 | -1671887 |
Profit Factor | 2.2458 | 3.5974 | 1.0855 | 1.1156 | 1.6151 | 0.6992 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 36.1446 | 36.5854 | 35.7143 | 36.1446 | 36.5854 | 35.7143 |
Ratio Avg Win / Avg Loss | 3.9676 | 6.2356 | 1.954 | 1.9709 | 2.7994 | 1.2586 |
Largest Winning Trade | 342051 | 342051 | 74784 | 1768534 | 1768534 | 391794 |
Largest Losing Trade | -31878 | -22491 | -31878 | -870472 | -392979 | -870472 |
Avg Bars in Trades | 125 | 135 | 114 | 125 | 135 | 114 |
Avg Bars in Winners | 241 | 259 | 223 | 241 | 259 | 223 |
Avg Bars in Losers | 59 | 64 | 54 | 59 | 64 | 54 |
Bars Traded | 10391 | 5563 | 4828 | 10391 | 5563 | 4828 |
Profit Streak | 0 | 50.9254 | 0 | 0 | 50.9254 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 183289 | 337533 | -470647 | -135901 | 221671 | -584623 |
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{ "first_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 57, "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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