Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385133.2718 | 423331.3505 | -38198.0787 | -67689.2813 | -33373.2893 | -34315.992 |
Total P&L (%) | 385.1333 | 423.3314 | -38.1981 | -67.6893 | -33.3733 | -34.316 |
Avg Daily Profit (%) | 0.2046 | 0.2249 | -0.0203 | -0.06 | -0.0216 | -0.0223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193312 | -142880 | -74656 | -577649 | -510149 | -143086 |
Profit Factor | 1.7949 | 2.5094 | 0.8128 | 0.9224 | 0.9455 | 0.8676 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 62.6866 | 60.6061 | 64.7059 | 62.6866 | 60.6061 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.0684 | 1.6311 | 0.4434 | 0.549 | 0.6146 | 0.4732 |
Largest Winning Trade | 286154 | 286154 | 19795 | 334815 | 334815 | 74746 |
Largest Losing Trade | -78643 | -71910 | -78643 | -265964 | -265964 | -108534 |
Avg Bars in Trades | 80 | 150 | 13 | 80 | 150 | 13 |
Avg Bars in Winners | 76 | 149 | 10 | 76 | 149 | 10 |
Avg Bars in Losers | 87 | 152 | 18 | 87 | 152 | 18 |
Bars Traded | 5405 | 4957 | 448 | 5405 | 4957 | 448 |
Profit Streak | 196.294 | 199.9607 | 196.294 | 196.294 | 199.9607 | 196.294 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108425 | 524155 | -578020 | -699157 | -578835 | -578020 |
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{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 138, "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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