Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857502.6 | 611811.1275 | 245691.4726 | 4277872.0111 | 925657.5215 | 3352214.4896 |
Total P&L (%) | 857.5026 | 611.8111 | 245.6915 | 4277.872 | 925.6575 | 3352.2145 |
Avg Daily Profit (%) | 0.5823 | 0.4155 | 0.1669 | 0.257 | 0.1582 | 0.2408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90909 | -97165 | -41405 | -1734234 | -1045081 | -874590 |
Profit Factor | 3.0897 | 3.4721 | 2.5086 | 1.8254 | 1.2748 | 2.848 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 50 | 37.931 | 62.069 | 50 | 37.931 | 62.069 |
Ratio Avg Win / Avg Loss | 3.0897 | 5.6816 | 1.533 | 1.8254 | 2.086 | 1.7405 |
Largest Winning Trade | 378096 | 378096 | 78762 | 1523927 | 1523927 | 1429997 |
Largest Losing Trade | -37875 | -37875 | -36655 | -902548 | -902548 | -449333 |
Avg Bars in Trades | 99 | 75 | 123 | 99 | 75 | 123 |
Avg Bars in Winners | 145 | 117 | 162 | 145 | 117 | 162 |
Avg Bars in Losers | 54 | 50 | 60 | 54 | 50 | 60 |
Bars Traded | 5780 | 2192 | 3588 | 5780 | 2192 | 3588 |
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 | -162291 | 423795 | 490639 | -167511 | 143021 | 551976 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 96, "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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