Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422328.7921 | 1327099.6243 | 95229.1678 | 7703578.6912 | 10550086.5514 | -2846507.8602 |
Total P&L (%) | 1422.3288 | 1327.0996 | 95.2292 | 7703.5787 | 10550.0866 | -2846.5079 |
Avg Daily Profit (%) | 0.6497 | 0.6062 | 0.0435 | 0.1992 | 0.2135 | 0 |
Buy And Hold Return (%) | 523.7641 | 523.7641 | 523.7641 | 523.7641 | 523.7641 | 523.7641 |
Max Trade Drawdown | -106712 | -69509 | -56699 | -13255818 | -8021584 | -5846001 |
Profit Factor | 4.2002 | 6.2328 | 1.499 | 1.4117 | 1.9516 | 0.6267 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 42.3729 | 31.0345 | 53.3333 | 42.3729 | 31.0345 | 53.3333 |
Ratio Avg Win / Avg Loss | 5.7123 | 13.8507 | 1.3116 | 1.9199 | 4.337 | 0.5483 |
Largest Winning Trade | 705693 | 705693 | 62912 | 15114170 | 15114170 | 1173350 |
Largest Losing Trade | -32008 | -32008 | -26494 | -4782491 | -4782491 | -3890841 |
Avg Bars in Trades | 108 | 93 | 122 | 108 | 93 | 122 |
Avg Bars in Winners | 157 | 158 | 157 | 157 | 158 | 157 |
Avg Bars in Losers | 71 | 63 | 84 | 71 | 63 | 84 |
Bars Traded | 6389 | 2700 | 3689 | 6389 | 2700 | 3689 |
Profit Streak | 77.1516 | 117.1516 | 77.1516 | 77.1516 | 117.1516 | 77.1516 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165776 | 347238 | -298345 | -171593 | 179750 | -579835 |
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{ "first_band": { "type": "ssf", "factors": { "length": 157, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 101, "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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