Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2056368.9757 | -13365.5498 | -2043003.4259 | 3146132.0207 | 3352749.4299 | -206617.4092 |
Total P&L (%) | -2056.369 | -13.3656 | -2043.0034 | 3146.132 | 3352.7494 | -206.6174 |
Avg Daily Profit (%) | -0.8911 | -0.0058 | -0.8853 | 0.1509 | 0.1536 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2263314 | -76159 | -2255366 | -15289541 | -3502892 | -18159066 |
Profit Factor | 0.2327 | 0.9367 | 0.1725 | 1.1103 | 1.4836 | 0.9904 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 13 | 20 | 31 | 16 | 15 |
Losing Trades | 32 | 20 | 12 | 34 | 17 | 17 |
Profitability (%) | 50.7692 | 39.3939 | 62.5 | 47.6923 | 48.4848 | 46.875 |
Ratio Avg Win / Avg Loss | 0.2256 | 1.441 | 0.1035 | 1.2177 | 1.5763 | 1.1225 |
Largest Winning Trade | 52048 | 38598 | 52048 | 13794398 | 4842950 | 13794398 |
Largest Losing Trade | -1928793 | -57409 | -1928793 | -6711953 | -2199417 | -6711953 |
Avg Bars in Trades | 130 | 62 | 199 | 130 | 62 | 199 |
Avg Bars in Winners | 91 | 64 | 108 | 133 | 65 | 204 |
Avg Bars in Losers | 170 | 61 | 350 | 127 | 59 | 194 |
Bars Traded | 8451 | 2072 | 6379 | 8451 | 2072 | 6379 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -716678 | -583260 | -579190 | -228503 | 336389 | -580358 |
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{ "first_band": { "type": "jma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 87, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 87, "offset": 0, "scalar": 2 } } }
# | 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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