Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291762.9615 | 1193144.2664 | 98618.6951 | 6019003.5507 | 3247400.9442 | 2771602.6065 |
Total P&L (%) | 1291.763 | 1193.1443 | 98.6187 | 6019.0036 | 3247.4009 | 2771.6026 |
Avg Daily Profit (%) | 0.6886 | 0.636 | 0.0526 | 0.2195 | 0.1873 | 0.1791 |
Buy And Hold Return (%) | 493.0551 | 493.0551 | 493.0551 | 493.0551 | 493.0551 | 493.0551 |
Max Trade Drawdown | -106524 | -119420 | -75549 | -4289749 | -5079797 | -2782434 |
Profit Factor | 3.5989 | 5.27 | 1.4532 | 1.3623 | 1.3403 | 1.392 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 40.2597 | 33.3333 | 47.3684 | 40.2597 | 33.3333 | 47.3684 |
Ratio Avg Win / Avg Loss | 5.3402 | 10.5401 | 1.6146 | 2.0214 | 2.6806 | 1.5466 |
Largest Winning Trade | 602493 | 602493 | 59890 | 4972751 | 4972751 | 2231772 |
Largest Losing Trade | -33881 | -30746 | -33881 | -2078260 | -1247003 | -2078260 |
Avg Bars in Trades | 70 | 60 | 81 | 70 | 60 | 81 |
Avg Bars in Winners | 110 | 94 | 121 | 110 | 94 | 121 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 5461 | 2361 | 3100 | 5461 | 2361 | 3100 |
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 | -34533 | 331446 | -287371 | -40285 | 94816 | 276722 |
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 80, "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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