Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620878.5099 | 367108.6577 | 253769.8522 | 1540938.5225 | -924752.156 | 2465690.6784 |
Total P&L (%) | 620.8785 | 367.1087 | 253.7699 | 1540.9385 | -924.7522 | 2465.6907 |
Avg Daily Profit (%) | 0.3433 | 0.203 | 0.1403 | 0.1548 | 0 | 0.1796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93641 | -96211 | -38661 | -3905753 | -4046443 | -1249831 |
Profit Factor | 1.7784 | 1.8009 | 1.7479 | 1.0886 | 0.906 | 1.3263 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 78 | 28 | 50 | 78 | 28 | 50 |
Losing Trades | 125 | 74 | 51 | 125 | 74 | 51 |
Profitability (%) | 38.4236 | 27.451 | 49.505 | 38.4236 | 27.451 | 49.505 |
Ratio Avg Win / Avg Loss | 2.8499 | 4.7596 | 1.7828 | 1.7445 | 2.3944 | 1.3528 |
Largest Winning Trade | 274908 | 274908 | 55569 | 1640438 | 1640438 | 952891 |
Largest Losing Trade | -24947 | -17553 | -24947 | -903141 | -667390 | -903141 |
Avg Bars in Trades | 105 | 96 | 114 | 105 | 96 | 114 |
Avg Bars in Winners | 165 | 175 | 160 | 165 | 175 | 160 |
Avg Bars in Losers | 67 | 67 | 68 | 67 | 67 | 68 |
Bars Traded | 21409 | 9881 | 11528 | 21409 | 9881 | 11528 |
Profit Streak | 22.0414 | 34.2081 | 0 | 22.0414 | 34.2081 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350806 | -7690 | -2894 | -117200 | -596753 | 274678 |
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 102, "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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