Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875052.7904 | 847501.0564 | 27551.734 | 570954.9166 | 784085.0678 | -213130.1512 |
Total P&L (%) | 875.0528 | 847.5011 | 27.5517 | 570.9549 | 784.0851 | -213.1302 |
Avg Daily Profit (%) | 0.35 | 0.3389 | 0.011 | 0.0762 | 0.0872 | 0 |
Buy And Hold Return (%) | 230.7339 | 230.7339 | 230.7339 | 230.7339 | 230.7339 | 230.7339 |
Max Trade Drawdown | -96875 | -70617 | -43980 | -1126225 | -907693 | -469220 |
Profit Factor | 2.6675 | 3.0616 | 1.2424 | 1.1197 | 1.218 | 0.8185 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 42.7083 | 31.25 | 54.1667 | 42.7083 | 31.25 | 54.1667 |
Ratio Avg Win / Avg Loss | 3.5784 | 6.7355 | 1.0512 | 1.502 | 2.6796 | 0.6926 |
Largest Winning Trade | 681253 | 681253 | 29177 | 1487233 | 1487233 | 116016 |
Largest Losing Trade | -28192 | -28192 | -22878 | -390198 | -312095 | -390198 |
Avg Bars in Trades | 152 | 271 | 34 | 152 | 271 | 34 |
Avg Bars in Winners | 212 | 516 | 37 | 212 | 516 | 37 |
Avg Bars in Losers | 108 | 159 | 31 | 108 | 159 | 31 |
Bars Traded | 14680 | 13015 | 1665 | 14680 | 13015 | 1665 |
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 | 339167 | 192899 | -343532 | -184937 | -85394 | -580149 |
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{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 62, "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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