Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304567.8301 | 199357.5963 | 105210.2337 | 126108.7307 | 169886.6213 | -43777.8906 |
Total P&L (%) | 304.5678 | 199.3576 | 105.2102 | 126.1087 | 169.8866 | -43.7779 |
Avg Daily Profit (%) | 0.2242 | 0.1467 | 0.0774 | 0.0601 | 0.0731 | -0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124834 | -99070 | -84243 | -243012 | -189747 | -188329 |
Profit Factor | 1.4727 | 1.5699 | 1.3573 | 1.1417 | 1.3691 | 0.8981 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 54 | 19 | 35 | 54 | 19 | 35 |
Losing Trades | 73 | 45 | 28 | 73 | 45 | 28 |
Profitability (%) | 42.5197 | 29.6875 | 55.5556 | 42.5197 | 29.6875 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.9908 | 3.7181 | 1.0858 | 1.5434 | 3.2426 | 0.7185 |
Largest Winning Trade | 146381 | 146381 | 42890 | 127739 | 127739 | 50574 |
Largest Losing Trade | -32193 | -21406 | -32193 | -46939 | -43195 | -46939 |
Avg Bars in Trades | 42 | 35 | 48 | 42 | 35 | 48 |
Avg Bars in Winners | 64 | 63 | 64 | 64 | 63 | 64 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 5334 | 2284 | 3050 | 5334 | 2284 | 3050 |
Profit Streak | 33.6375 | 33.6375 | 37.3875 | 33.6375 | 33.6375 | 37.3875 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305992 | -142406 | -234545 | -177851 | -241799 | -726193 |
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{ "first_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 48, "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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