Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756797.5592 | 675867.3671 | 80930.1921 | 424722.0352 | 293517.0578 | 131204.9774 |
Total P&L (%) | 756.7976 | 675.8674 | 80.9302 | 424.722 | 293.5171 | 131.205 |
Avg Daily Profit (%) | 0.4049 | 0.3616 | 0.0433 | 0.0887 | 0.0733 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150705 | -73049 | -87321 | -543514 | -451115 | -356387 |
Profit Factor | 2.3192 | 3.251 | 1.296 | 1.1614 | 1.2027 | 1.1108 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 49 | 42 | 56 | 49 | 42 | 56 |
Ratio Avg Win / Avg Loss | 2.4139 | 4.4895 | 1.0183 | 1.2088 | 1.6609 | 0.8728 |
Largest Winning Trade | 623602 | 623602 | 60975 | 530053 | 530053 | 127827 |
Largest Losing Trade | -49805 | -33805 | -49805 | -272169 | -232816 | -272169 |
Avg Bars in Trades | 73 | 68 | 78 | 73 | 68 | 78 |
Avg Bars in Winners | 97 | 98 | 96 | 97 | 98 | 96 |
Avg Bars in Losers | 49 | 45 | 54 | 49 | 45 | 54 |
Bars Traded | 7312 | 3403 | 3909 | 7312 | 3403 | 3909 |
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 | 506980 | -167532 | -314289 | -117614 | -277604 | -412569 |
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{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 113, "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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