Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296741.1704 | 269830.8566 | 26910.3138 | -164208.5872 | -4566.4083 | -159642.1789 |
Total P&L (%) | 296.7412 | 269.8309 | 26.9103 | -164.2086 | -4.5664 | -159.6422 |
Avg Daily Profit (%) | 0.1576 | 0.1433 | 0.0143 | 0 | -0.0025 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204738 | -55223 | -238378 | -234954 | -55773 | -206506 |
Profit Factor | 1.4065 | 2.1565 | 1.0542 | 0.6156 | 0.9614 | 0.4829 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 26 | 26 | 40 | 22 | 18 |
Losing Trades | 40 | 20 | 20 | 52 | 24 | 28 |
Profitability (%) | 56.5217 | 56.5217 | 56.5217 | 43.4783 | 47.8261 | 39.1304 |
Ratio Avg Win / Avg Loss | 1.0819 | 1.6588 | 0.8109 | 0.8002 | 1.0488 | 0.7512 |
Largest Winning Trade | 99666 | 99666 | 66465 | 29866 | 15058 | 29866 |
Largest Losing Trade | -115736 | -25319 | -115736 | -77053 | -20519 | -77053 |
Avg Bars in Trades | 118 | 109 | 128 | 118 | 109 | 128 |
Avg Bars in Winners | 119 | 113 | 125 | 115 | 106 | 127 |
Avg Bars in Losers | 117 | 103 | 132 | 121 | 112 | 128 |
Bars Traded | 10926 | 5027 | 5898 | 10926 | 5027 | 5898 |
Profit Streak | 6.9559 | 0 | 134.1225 | 0 | 76.2892 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351682 | 119864 | -337392 | -583068 | -578918 | -584931 |
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{ "first_band": { "type": "jma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 2 } } }
# | 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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