Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1397295.9795 | 1341557.9469 | 55738.0325 | 29568501.3107 | 24016460.1198 | 5552041.1909 |
Total P&L (%) | 1397.296 | 1341.5579 | 55.738 | 29568.5013 | 24016.4601 | 5552.0412 |
Avg Daily Profit (%) | 0.7527 | 0.7227 | 0.03 | 0.3071 | 0.2959 | 0.2176 |
Buy And Hold Return (%) | 6606.9662 | 6606.9662 | 6606.9662 | 6606.9662 | 6606.9662 | 6606.9662 |
Max Trade Drawdown | -143119 | -175086 | -49963 | -9454775 | -11997827 | -5774423 |
Profit Factor | 4.2431 | 5.1666 | 1.5119 | 1.7241 | 1.8032 | 1.5078 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 47.2527 | 46.6667 | 47.8261 | 47.2527 | 46.6667 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.7365 | 5.9047 | 1.6494 | 1.9246 | 2.0608 | 1.6449 |
Largest Winning Trade | 463845 | 463845 | 22783 | 7288790 | 7288790 | 4123408 |
Largest Losing Trade | -60986 | -60986 | -12292 | -4149921 | -4149921 | -1901578 |
Avg Bars in Trades | 57 | 103 | 12 | 57 | 103 | 12 |
Avg Bars in Winners | 78 | 143 | 16 | 78 | 143 | 16 |
Avg Bars in Losers | 38 | 68 | 9 | 38 | 68 | 9 |
Bars Traded | 5235 | 4652 | 583 | 5235 | 4652 | 583 |
Profit Streak | 93.6247 | 94.6247 | 93.6247 | 93.6247 | 94.6247 | 93.6247 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145642 | -146026 | -315994 | 379984 | 326176 | -155059 |
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{ "first_band": { "type": "jma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 14, "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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