Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232302.8007 | 1286657.2699 | -54354.4692 | 6628.9526 | 916924.7646 | -910295.812 |
Total P&L (%) | 1232.3028 | 1286.6573 | -54.3545 | 6.629 | 916.9248 | -910.2958 |
Avg Daily Profit (%) | 0.5655 | 0.5905 | -0.0249 | 0.0029 | 0.1065 | 0 |
Buy And Hold Return (%) | 153.6873 | 153.6873 | 153.6873 | 153.6873 | 153.6873 | 153.6873 |
Max Trade Drawdown | -221915 | -176183 | -119198 | -1703187 | -919304 | -1340770 |
Profit Factor | 2.6056 | 3.623 | 0.8038 | 1.0016 | 1.3915 | 0.5163 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 35.5556 | 26.6667 | 44.4444 | 35.5556 | 26.6667 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.7227 | 9.9632 | 1.0047 | 1.8153 | 3.8267 | 0.6453 |
Largest Winning Trade | 916637 | 916637 | 48605 | 1235046 | 1235046 | 311772 |
Largest Losing Trade | -48066 | -35624 | -48066 | -552097 | -416635 | -552097 |
Avg Bars in Trades | 95 | 144 | 47 | 95 | 144 | 47 |
Avg Bars in Winners | 163 | 322 | 67 | 163 | 322 | 67 |
Avg Bars in Losers | 58 | 79 | 30 | 58 | 79 | 30 |
Bars Traded | 8610 | 6487 | 2123 | 8610 | 6487 | 2123 |
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 | 387138 | -4242 | -581205 | -577723 | -71729 | -582872 |
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{ "first_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 47, "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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