Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302525.8887 | 260733.6123 | 41792.2763 | -354373.2147 | 3.2203 | -354376.435 |
Total P&L (%) | 302.5259 | 260.7336 | 41.7923 | -354.3732 | 0.0032 | -354.3764 |
Avg Daily Profit (%) | 0.1597 | 0.1376 | 0.0221 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196283 | -83119 | -209969 | -396130 | -84339 | -385122 |
Profit Factor | 1.4079 | 1.8236 | 1.0983 | 0.5142 | 1 | 0.2695 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 23 | 35 | 38 | 26 | 12 |
Losing Trades | 36 | 24 | 12 | 56 | 21 | 35 |
Profitability (%) | 61.7021 | 48.9362 | 74.4681 | 40.4255 | 55.3191 | 25.5319 |
Ratio Avg Win / Avg Loss | 0.8738 | 1.9028 | 0.3766 | 0.7578 | 0.8077 | 0.7861 |
Largest Winning Trade | 84015 | 84015 | 38221 | 33899 | 33899 | 22937 |
Largest Losing Trade | -145692 | -46409 | -145692 | -113383 | -43206 | -113383 |
Avg Bars in Trades | 78 | 90 | 66 | 78 | 90 | 66 |
Avg Bars in Winners | 57 | 63 | 54 | 105 | 114 | 86 |
Avg Bars in Losers | 111 | 116 | 101 | 59 | 61 | 59 |
Bars Traded | 7362 | 4249 | 3113 | 7362 | 4249 | 3113 |
Profit Streak | 24.0706 | 45.0706 | 24.0706 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329428 | -5620 | -275723 | -584250 | -579990 | -608445 |
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{ "first_band": { "type": "jma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 134, "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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