Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057136.0397 | 1007573.4605 | 49562.5792 | 1253769.9226 | 1116590.456 | 137179.4666 |
Total P&L (%) | 1057.136 | 1007.5735 | 49.5626 | 1253.7699 | 1116.5905 | 137.1795 |
Avg Daily Profit (%) | 0.5076 | 0.4838 | 0.0238 | 0.1252 | 0.1201 | 0.0415 |
Buy And Hold Return (%) | 299.167 | 299.167 | 299.167 | 299.167 | 299.167 | 299.167 |
Max Trade Drawdown | -86319 | -108202 | -82839 | -1114428 | -1027072 | -527163 |
Profit Factor | 2.6809 | 3.4997 | 1.2195 | 1.2176 | 1.2978 | 1.0682 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 46.729 | 39.6226 | 53.7037 | 46.729 | 39.6226 | 53.7037 |
Ratio Avg Win / Avg Loss | 3.0563 | 5.3328 | 1.0513 | 1.3881 | 1.9776 | 0.9209 |
Largest Winning Trade | 517623 | 517623 | 37164 | 1190754 | 1190754 | 478356 |
Largest Losing Trade | -30264 | -30264 | -17417 | -502658 | -502658 | -310809 |
Avg Bars in Trades | 223 | 321 | 126 | 223 | 321 | 126 |
Avg Bars in Winners | 324 | 555 | 156 | 324 | 555 | 156 |
Avg Bars in Losers | 134 | 168 | 91 | 134 | 168 | 91 |
Bars Traded | 23873 | 17062 | 6811 | 23873 | 17062 | 6811 |
Profit Streak | 0 | 103.4933 | 0 | 0 | 103.4933 | 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 | 437653 | -169156 | -506834 | -28927 | -217125 | -630030 |
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{ "first_band": { "type": "kcl", "factors": { "length": 239, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 169, "offset": 0 } } }
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# | 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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