Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546187.7205 | 1501590.6272 | 44597.0933 | 958420.3451 | 704745.5662 | 253674.7789 |
Total P&L (%) | 1546.1877 | 1501.5906 | 44.5971 | 958.4203 | 704.7456 | 253.6748 |
Avg Daily Profit (%) | 0.7424 | 0.721 | 0.0214 | 0.1134 | 0.1002 | 0.0607 |
Buy And Hold Return (%) | 278.2884 | 278.2884 | 278.2884 | 278.2884 | 278.2884 | 278.2884 |
Max Trade Drawdown | -134798 | -124813 | -53651 | -3134549 | -2760402 | -1174399 |
Profit Factor | 2.9941 | 3.7011 | 1.2032 | 1.0667 | 1.0647 | 1.0732 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 37.5 | 30.5556 | 44.4444 | 37.5 | 30.5556 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.9902 | 8.4115 | 1.504 | 1.7779 | 2.4197 | 1.3416 |
Largest Winning Trade | 1045057 | 1045057 | 44194 | 2480461 | 2480461 | 530750 |
Largest Losing Trade | -27307 | -27307 | -23416 | -995124 | -995124 | -332231 |
Avg Bars in Trades | 169 | 261 | 77 | 169 | 261 | 77 |
Avg Bars in Winners | 295 | 562 | 111 | 295 | 562 | 111 |
Avg Bars in Losers | 94 | 129 | 50 | 94 | 129 | 50 |
Bars Traded | 24418 | 18845 | 5573 | 24418 | 18845 | 5573 |
Profit Streak | 0 | 0 | 113.5832 | 0 | 0 | 113.5832 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466191 | -68756 | -410090 | -194451 | -297635 | -498307 |
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{ "first_band": { "type": "kcl", "factors": { "length": 174, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 174, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 76, "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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