Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1357553.5158 | 1313709.4496 | 43844.0663 | 22532096.4122 | 22743138.0905 | -211041.6783 |
Total P&L (%) | 1357.5535 | 1313.7095 | 43.8441 | 22532.0964 | 22743.1381 | -211.0417 |
Avg Daily Profit (%) | 0.7258 | 0.7023 | 0.0234 | 0.2903 | 0.2908 | 0 |
Buy And Hold Return (%) | 8408.5949 | 8408.5949 | 8408.5949 | 8408.5949 | 8408.5949 | 8408.5949 |
Max Trade Drawdown | -98609 | -97459 | -72764 | -8936017 | -6888043 | -8615420 |
Profit Factor | 4.6775 | 7.8578 | 1.2469 | 1.6606 | 2.5542 | 0.9892 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 44.8276 | 51.7241 | 37.931 | 44.8276 | 51.7241 | 37.931 |
Ratio Avg Win / Avg Loss | 5.7569 | 7.334 | 2.0404 | 2.0439 | 2.3839 | 1.6186 |
Largest Winning Trade | 551103 | 551103 | 55328 | 9494843 | 9494843 | 7192461 |
Largest Losing Trade | -58707 | -58707 | -28932 | -5723736 | -4345020 | -5723736 |
Avg Bars in Trades | 62 | 61 | 62 | 62 | 61 | 62 |
Avg Bars in Winners | 91 | 88 | 96 | 91 | 88 | 96 |
Avg Bars in Losers | 38 | 32 | 42 | 38 | 32 | 42 |
Bars Traded | 3602 | 1785 | 1817 | 3602 | 1785 | 1817 |
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 | -327199 | -144749 | -331208 | -172952 | 377218 | -582748 |
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{ "first_band": { "type": "ssf", "factors": { "length": 79, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 79, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 57, "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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