Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795105.9539 | 649928.1649 | 145177.789 | 2600579.9332 | 1756313.6552 | 844266.2781 |
Total P&L (%) | 795.106 | 649.9282 | 145.1778 | 2600.5799 | 1756.3137 | 844.2663 |
Avg Daily Profit (%) | 0.4135 | 0.338 | 0.0755 | 0.1715 | 0.152 | 0.1168 |
Buy And Hold Return (%) | 22.1149 | 22.1149 | 22.1149 | 22.1149 | 22.1149 | 22.1149 |
Max Trade Drawdown | -134765 | -137678 | -30131 | -4065380 | -4131656 | -1195369 |
Profit Factor | 2.1593 | 2.2608 | 1.8523 | 1.2185 | 1.1967 | 1.2836 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 94 | 41 | 53 | 94 | 41 | 53 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 63.9456 | 56.1644 | 71.6216 | 63.9456 | 56.1644 | 71.6216 |
Ratio Avg Win / Avg Loss | 1.2175 | 1.7645 | 0.7339 | 0.687 | 0.934 | 0.5086 |
Largest Winning Trade | 222217 | 222217 | 18899 | 2964851 | 2964851 | 452545 |
Largest Losing Trade | -57668 | -57668 | -29760 | -3197263 | -3197263 | -735725 |
Avg Bars in Trades | 50 | 81 | 18 | 50 | 81 | 18 |
Avg Bars in Winners | 36 | 61 | 17 | 36 | 61 | 17 |
Avg Bars in Losers | 74 | 107 | 22 | 74 | 107 | 22 |
Bars Traded | 7371 | 5975 | 1395 | 7371 | 5975 | 1395 |
Profit Streak | 27.0143 | 27.0143 | 81.0143 | 27.0143 | 27.0143 | 81.0143 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594722 | -56819 | -151836 | 337485 | -68493 | -98443 |
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{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 163, "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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