Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373204.2987 | 1396988.8296 | -23784.5309 | 869732.7913 | 4494576.2077 | -3624843.4164 |
Total P&L (%) | 1373.2043 | 1396.9888 | -23.7845 | 869.7328 | 4494.5762 | -3624.8434 |
Avg Daily Profit (%) | 0.7595 | 0.7727 | -0.0132 | 0.1257 | 0.2119 | 0 |
Buy And Hold Return (%) | 702.2958 | 702.2958 | 702.2958 | 702.2958 | 702.2958 | 702.2958 |
Max Trade Drawdown | -146210 | -102481 | -143547 | -5456508 | -3701389 | -4183677 |
Profit Factor | 3.0219 | 5.4019 | 0.9343 | 1.0602 | 1.6312 | 0.5045 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 38.3562 | 37.8378 | 38.8889 | 38.3562 | 37.8378 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.8566 | 8.8746 | 1.4681 | 1.704 | 2.6798 | 0.7928 |
Largest Winning Trade | 897540 | 897540 | 77805 | 5045575 | 5045575 | 1053145 |
Largest Losing Trade | -48099 | -34765 | -48099 | -1318778 | -1318778 | -1190274 |
Avg Bars in Trades | 144 | 155 | 133 | 144 | 155 | 133 |
Avg Bars in Winners | 238 | 267 | 209 | 238 | 267 | 209 |
Avg Bars in Losers | 86 | 88 | 85 | 86 | 88 | 85 |
Bars Traded | 10582 | 5768 | 4813 | 10582 | 5768 | 4813 |
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 | -69400 | 336123 | -583434 | -350301 | 219732 | -585101 |
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{ "first_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 161, "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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