Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389380.7325 | 1317831.5697 | 71549.1628 | 76111.0927 | 97785.1519 | -21674.0592 |
Total P&L (%) | 1389.3807 | 1317.8316 | 71.5492 | 76.1111 | 97.7852 | -21.6741 |
Avg Daily Profit (%) | 0.5815 | 0.5515 | 0.0299 | 0.0237 | 0.0285 | -0.0102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150397 | -156140 | -36371 | -1238373 | -1237630 | -251031 |
Profit Factor | 2.1008 | 2.2758 | 1.3122 | 1.015 | 1.0238 | 0.9774 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 189 | 85 | 104 | 189 | 85 | 104 |
Losing Trades | 136 | 77 | 59 | 136 | 77 | 59 |
Profitability (%) | 58.1538 | 52.4691 | 63.8037 | 58.1538 | 52.4691 | 63.8037 |
Ratio Avg Win / Avg Loss | 1.5117 | 2.0616 | 0.7444 | 0.7304 | 0.9275 | 0.5545 |
Largest Winning Trade | 1059401 | 1059401 | 18523 | 1234120 | 1234120 | 81824 |
Largest Losing Trade | -61466 | -61466 | -27997 | -382354 | -382354 | -251031 |
Avg Bars in Trades | 42 | 80 | 5 | 42 | 80 | 5 |
Avg Bars in Winners | 35 | 74 | 3 | 35 | 74 | 3 |
Avg Bars in Losers | 52 | 87 | 7 | 52 | 87 | 7 |
Bars Traded | 13890 | 13073 | 817 | 13890 | 13073 | 817 |
Profit Streak | 0 | 11.7423 | 0 | 0 | 11.7423 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 649770 | 614732 | -152025 | -364111 | -349004 | -578412 |
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 46, "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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