Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1262403.4874 | 1284302.7876 | -21899.3001 | 797408.3446 | 1154434.4763 | -357026.1318 |
Total P&L (%) | 1262.4035 | 1284.3028 | -21.8993 | 797.4083 | 1154.4345 | -357.0261 |
Avg Daily Profit (%) | 0.6855 | 0.6974 | -0.0119 | 0.1192 | 0.1374 | 0 |
Buy And Hold Return (%) | 591.5172 | 591.5172 | 591.5172 | 591.5172 | 591.5172 | 591.5172 |
Max Trade Drawdown | -146651 | -90215 | -106044 | -1711697 | -879469 | -1032440 |
Profit Factor | 2.954 | 5.0907 | 0.9341 | 1.1637 | 1.497 | 0.8599 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 35.1351 | 37.8378 | 32.4324 | 35.1351 | 37.8378 | 32.4324 |
Ratio Avg Win / Avg Loss | 5.4536 | 8.3632 | 1.946 | 2.1484 | 2.4594 | 1.7914 |
Largest Winning Trade | 729167 | 729167 | 77020 | 932646 | 932646 | 767696 |
Largest Losing Trade | -33560 | -33560 | -32450 | -507977 | -507977 | -254425 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 88 | 74 | 105 | 88 | 74 | 105 |
Avg Bars in Losers | 27 | 30 | 24 | 27 | 30 | 24 |
Bars Traded | 3608 | 1738 | 1870 | 3608 | 1738 | 1870 |
Profit Streak | 0 | 35.563 | 0 | 0 | 35.563 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62723 | 367979 | -584826 | -204783 | -18125 | -584826 |
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{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 19, "offset": 0 } } }
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# | 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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