Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146336.6331 | 1162041.5674 | -15704.9343 | 23631.3599 | -83499.3336 | 107130.6935 |
Total P&L (%) | 1146.3366 | 1162.0416 | -15.7049 | 23.6314 | -83.4993 | 107.1307 |
Avg Daily Profit (%) | 0.4797 | 0.4863 | -0.0066 | 0.0089 | -0.0754 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146583 | -139451 | -24736 | -1148827 | -1208459 | -70509 |
Profit Factor | 3.1799 | 3.6375 | 0.8158 | 1.0098 | 0.962 | 1.5072 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 54.8387 | 50 | 59.5745 | 54.8387 | 50 | 59.5745 |
Ratio Avg Win / Avg Loss | 2.6188 | 3.6375 | 0.5536 | 0.8316 | 0.962 | 1.0227 |
Largest Winning Trade | 955573 | 955573 | 6379 | 1108953 | 1108953 | 52585 |
Largest Losing Trade | -64935 | -64935 | -18492 | -583513 | -583513 | -69579 |
Avg Bars in Trades | 141 | 280 | 5 | 141 | 280 | 5 |
Avg Bars in Winners | 107 | 230 | 6 | 107 | 230 | 6 |
Avg Bars in Losers | 182 | 329 | 4 | 182 | 329 | 4 |
Bars Traded | 13148 | 12891 | 257 | 13148 | 12891 | 257 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625724 | 624751 | -579177 | -395951 | -580704 | -149217 |
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 5 } }, "second_band": { "type": "jma", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 5 } }, "second_band": { "type": "jma", "factors": { "length": 128, "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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