Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434377.9759 | 233111.9074 | 201266.0686 | 1853939.8963 | 727757.9676 | 1126181.9286 |
Total P&L (%) | 434.378 | 233.1119 | 201.2661 | 1853.9399 | 727.758 | 1126.1819 |
Avg Daily Profit (%) | 0.2318 | 0.1244 | 0.1074 | 0.1587 | 0.1128 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68517 | -108119 | -53906 | -767856 | -911919 | -547620 |
Profit Factor | 1.804 | 1.8978 | 1.7172 | 1.3891 | 1.3007 | 1.4805 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 68.4685 | 66.6667 | 70.2703 | 68.4685 | 66.6667 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.8308 | 0.9489 | 0.7265 | 0.6397 | 0.6503 | 0.6264 |
Largest Winning Trade | 69381 | 69381 | 31848 | 258095 | 258095 | 206074 |
Largest Losing Trade | -49447 | -49447 | -41064 | -400719 | -385896 | -400719 |
Avg Bars in Trades | 24 | 34 | 13 | 24 | 34 | 13 |
Avg Bars in Winners | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Losers | 45 | 72 | 15 | 45 | 72 | 15 |
Bars Traded | 5334 | 3867 | 1467 | 5334 | 3867 | 1467 |
Profit Streak | 33.3431 | 33.3431 | 46.3431 | 33.3431 | 33.3431 | 46.3431 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497480 | -23710 | -44632 | 429443 | -41089 | -9922 |
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{ "first_band": { "type": "kcl", "factors": { "length": 3, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 29, "offset": 169 } } }
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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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