Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911510.0055 | 818259.6724 | 93250.3331 | 7301082.1454 | 4683780.0658 | 2617302.0796 |
Total P&L (%) | 911.51 | 818.2597 | 93.2503 | 7301.0821 | 4683.7801 | 2617.3021 |
Avg Daily Profit (%) | 0.4993 | 0.4482 | 0.0511 | 0.236 | 0.2121 | 0.181 |
Buy And Hold Return (%) | 903.0719 | 903.0719 | 903.0719 | 903.0719 | 903.0719 | 903.0719 |
Max Trade Drawdown | -72095 | -63651 | -46176 | -4575206 | -3513523 | -2365452 |
Profit Factor | 2.8422 | 4.6412 | 1.3453 | 1.4446 | 1.5698 | 1.3192 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 51.3514 | 51.3514 | 51.3514 | 51.3514 | 51.3514 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.6926 | 4.397 | 1.2745 | 1.3686 | 1.4871 | 1.2498 |
Largest Winning Trade | 242792 | 242792 | 71451 | 3586021 | 2952580 | 3586021 |
Largest Losing Trade | -34831 | -29659 | -34831 | -2269073 | -2269073 | -1943054 |
Avg Bars in Trades | 69 | 62 | 75 | 69 | 62 | 75 |
Avg Bars in Winners | 97 | 83 | 112 | 97 | 83 | 112 |
Avg Bars in Losers | 38 | 41 | 36 | 38 | 41 | 36 |
Bars Traded | 5118 | 2328 | 2790 | 5118 | 2328 | 2790 |
Profit Streak | 0 | 115.5809 | 0 | 0 | 115.5809 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -215452 | -146948 | -289940 | -59288 | 352909 | 182011 |
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{ "first_band": { "type": "jma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 3 } } }
# | 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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