Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590524.7556 | 435314.0268 | 155210.7288 | 1528958.4505 | -226840.959 | 1755799.4095 |
Total P&L (%) | 590.5248 | 435.314 | 155.2107 | 1528.9585 | -226.841 | 1755.7994 |
Avg Daily Profit (%) | 0.3333 | 0.2457 | 0.0876 | 0.1576 | 0 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138908 | -70412 | -102980 | -2850912 | -1882484 | -1728333 |
Profit Factor | 1.6534 | 2.1573 | 1.2942 | 1.1567 | 0.9467 | 1.3193 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 56.8047 | 55.2941 | 58.3333 | 56.8047 | 55.2941 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2573 | 1.7442 | 0.9244 | 0.8796 | 0.7654 | 0.9423 |
Largest Winning Trade | 105001 | 105001 | 67827 | 835717 | 474530 | 835717 |
Largest Losing Trade | -47737 | -24717 | -47737 | -1049359 | -603802 | -1049359 |
Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Winners | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 5254 | 2567 | 2687 | 5254 | 2567 | 2687 |
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 | 466716 | 449091 | -76885 | -40383 | -580418 | 252869 |
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{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 35, "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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