Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4692557.4235 | 4752049.5143 | -59492.0909 | 74293.0299 | 2532079.5231 | -2457786.4932 |
Total P&L (%) | 4692.5574 | 4752.0495 | -59.4921 | 74.293 | 2532.0795 | -2457.7865 |
Avg Daily Profit (%) | 2.1168 | 2.1436 | -0.0268 | 0.0251 | 0.1476 | 0 |
Buy And Hold Return (%) | 568.6567 | 568.6567 | 568.6567 | 568.6567 | 568.6567 | 568.6567 |
Max Trade Drawdown | -252404 | -163524 | -112806 | -10042274 | -7524114 | -2525246 |
Profit Factor | 5.5416 | 7.352 | 0.7913 | 1.0033 | 1.149 | 0.5741 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 33.9286 | 29.7619 | 38.0952 | 33.9286 | 29.7619 | 38.0952 |
Ratio Avg Win / Avg Loss | 10.7916 | 17.3508 | 1.2859 | 1.9537 | 2.7118 | 0.9329 |
Largest Winning Trade | 4698167 | 4698167 | 26326 | 9977554 | 9977554 | 565498 |
Largest Losing Trade | -42710 | -42710 | -27076 | -4363497 | -4363497 | -746337 |
Avg Bars in Trades | 78 | 138 | 18 | 78 | 138 | 18 |
Avg Bars in Winners | 149 | 307 | 25 | 149 | 307 | 25 |
Avg Bars in Losers | 42 | 66 | 15 | 42 | 66 | 15 |
Bars Traded | 13202 | 11609 | 1593 | 13202 | 11609 | 1593 |
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 | 616723 | 493346 | -583792 | -546359 | -61986 | -585459 |
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{ "first_band": { "type": "kcl", "factors": { "length": 46, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 46, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 25, "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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