Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1564027.2793 | 1503481.8045 | 60545.4748 | 295933.383 | 1474200.2235 | -1178266.8405 |
Total P&L (%) | 1564.0273 | 1503.4818 | 60.5455 | 295.9334 | 1474.2002 | -1178.2668 |
Avg Daily Profit (%) | 0.6562 | 0.6308 | 0.0254 | 0.0578 | 0.1157 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291203 | -156971 | -191667 | -23534793 | -17977464 | -9944967 |
Profit Factor | 2.7292 | 4.7134 | 1.1212 | 1.0069 | 1.0655 | 0.9423 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 40.6977 | 37.2093 | 44.186 | 40.6977 | 37.2093 | 44.186 |
Ratio Avg Win / Avg Loss | 3.9769 | 7.9539 | 1.4162 | 1.4672 | 1.798 | 1.1902 |
Largest Winning Trade | 1125876 | 1125876 | 65628 | 15951722 | 15951722 | 6456055 |
Largest Losing Trade | -54843 | -45545 | -54843 | -7410251 | -7410251 | -6925833 |
Avg Bars in Trades | 54 | 47 | 61 | 54 | 47 | 61 |
Avg Bars in Winners | 93 | 83 | 100 | 93 | 83 | 100 |
Avg Bars in Losers | 27 | 25 | 31 | 27 | 25 | 31 |
Bars Traded | 4682 | 2022 | 2660 | 4682 | 2022 | 2660 |
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 | 495233 | 517722 | -248991 | -332136 | -190398 | -581321 |
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{ "first_band": { "type": "ssf", "factors": { "length": 99, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 34, "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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