Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1891760.8761 | 1928206.7701 | -36445.894 | 210563.0002 | -608663.9605 | 819226.9607 |
Total P&L (%) | 1891.7609 | 1928.2068 | -36.4459 | 210.563 | -608.664 | 819.227 |
Avg Daily Profit (%) | 1.0525 | 1.0728 | -0.0203 | 0.0631 | 0 | 0.1235 |
Buy And Hold Return (%) | 270.3884 | 270.3884 | 270.3884 | 270.3884 | 270.3884 | 270.3884 |
Max Trade Drawdown | -145505 | -198059 | -139677 | -1885369 | -2605716 | -508707 |
Profit Factor | 2.6804 | 3.9175 | 0.9216 | 1.024 | 0.8897 | 1.2529 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 79 | 30 | 49 | 79 | 30 | 49 |
Losing Trades | 166 | 92 | 74 | 166 | 92 | 74 |
Profitability (%) | 32.2449 | 24.5902 | 39.8374 | 32.2449 | 24.5902 | 39.8374 |
Ratio Avg Win / Avg Loss | 5.6323 | 12.0137 | 1.3918 | 2.1518 | 2.7283 | 1.8921 |
Largest Winning Trade | 1712704 | 1712704 | 32352 | 975600 | 975600 | 447688 |
Largest Losing Trade | -43308 | -25152 | -43308 | -271115 | -271115 | -181041 |
Avg Bars in Trades | 86 | 117 | 56 | 86 | 117 | 56 |
Avg Bars in Winners | 163 | 274 | 96 | 163 | 274 | 96 |
Avg Bars in Losers | 49 | 65 | 30 | 49 | 65 | 30 |
Bars Traded | 21235 | 14302 | 6933 | 21235 | 14302 | 6933 |
Profit Streak | 15.2061 | 0 | 19.8727 | 15.2061 | 0 | 19.8727 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484483 | -11447 | -582734 | -472493 | -609851 | -33521 |
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 33, "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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