Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609183.7861 | 638545.7544 | -29361.9683 | -65831.8101 | 287939.2139 | -353771.024 |
Total P&L (%) | 609.1838 | 638.5458 | -29.362 | -65.8318 | 287.9392 | -353.771 |
Avg Daily Profit (%) | 0.3284 | 0.3442 | -0.0158 | -0.0579 | 0.0731 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203242 | -143744 | -132644 | -770627 | -445513 | -353882 |
Profit Factor | 1.8972 | 3.1486 | 0.9231 | 0.9378 | 1.5384 | 0.3247 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 50 | 48.3871 | 49.2063 | 50 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9584 | 3.1486 | 0.9846 | 0.9681 | 1.5384 | 0.3464 |
Largest Winning Trade | 675274 | 675274 | 71039 | 696054 | 696054 | 37880 |
Largest Losing Trade | -56988 | -56178 | -56988 | -264461 | -264461 | -139358 |
Avg Bars in Trades | 56 | 42 | 70 | 56 | 42 | 70 |
Avg Bars in Winners | 76 | 54 | 100 | 76 | 54 | 100 |
Avg Bars in Losers | 36 | 30 | 42 | 36 | 30 | 42 |
Bars Traded | 3552 | 1371 | 2181 | 3552 | 1371 | 2181 |
Profit Streak | 28.7684 | 60.2684 | 0 | 28.7684 | 60.2684 | 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 | -138031 | 569337 | -581445 | -731546 | -92148 | -581445 |
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{ "first_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 62, "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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