Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285378.078 | 77742.4665 | 207635.6115 | 1525.8541 | -60226.1159 | 61751.97 |
Total P&L (%) | 285.3781 | 77.7425 | 207.6356 | 1.5259 | -60.2261 | 61.752 |
Avg Daily Profit (%) | 0.171 | 0.0466 | 0.1244 | 0.0009 | -0.0552 | 0.0288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124157 | -76791 | -115352 | -251753 | -167826 | -239409 |
Profit Factor | 1.4109 | 1.2101 | 1.6398 | 1.0014 | 0.8803 | 1.1122 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 42 | 29 | 13 | 42 | 29 | 13 |
Profitability (%) | 68.8889 | 57.3529 | 80.597 | 68.8889 | 57.3529 | 80.597 |
Ratio Avg Win / Avg Loss | 0.6372 | 0.8998 | 0.3948 | 0.4523 | 0.6546 | 0.2678 |
Largest Winning Trade | 76156 | 76156 | 30284 | 78381 | 78381 | 44161 |
Largest Losing Trade | -69543 | -56930 | -69543 | -167349 | -108344 | -167349 |
Avg Bars in Trades | 72 | 78 | 67 | 72 | 78 | 67 |
Avg Bars in Winners | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Losers | 129 | 117 | 158 | 129 | 117 | 158 |
Bars Traded | 9839 | 5309 | 4530 | 9839 | 5309 | 4530 |
Profit Streak | 17.5522 | 17.5522 | 301.7189 | 17.5522 | 17.5522 | 301.7189 |
Trades During Streak | 2 | 1 | 13 | 2 | 1 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372284 | -240484 | -137777 | -574102 | -688437 | -364871 |
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{ "first_band": { "type": "jma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 1 } } }
# | 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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