Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418384.3109 | 250784.7733 | 167599.5376 | 776787.7052 | 838966.1347 | -62178.4295 |
Total P&L (%) | 418.3843 | 250.7848 | 167.5995 | 776.7877 | 838.9661 | -62.1784 |
Avg Daily Profit (%) | 0.2493 | 0.1494 | 0.0999 | 0.1295 | 0.1336 | -0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92336 | -90977 | -64917 | -1518316 | -390058 | -1159077 |
Profit Factor | 1.5678 | 1.686 | 1.4514 | 1.249 | 1.6837 | 0.9672 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 113 | 61 | 52 | 113 | 61 | 52 |
Profitability (%) | 42.0513 | 37.7551 | 46.3918 | 42.0513 | 37.7551 | 46.3918 |
Ratio Avg Win / Avg Loss | 2.1605 | 2.7797 | 1.6771 | 1.7211 | 2.7758 | 1.1176 |
Largest Winning Trade | 91767 | 91767 | 52672 | 431725 | 427921 | 431725 |
Largest Losing Trade | -23841 | -19803 | -23841 | -351628 | -276170 | -351628 |
Avg Bars in Trades | 102 | 91 | 113 | 102 | 91 | 113 |
Avg Bars in Winners | 160 | 143 | 175 | 160 | 143 | 175 |
Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
Bars Traded | 19991 | 8944 | 11047 | 19991 | 8944 | 11047 |
Profit Streak | 7.1992 | 9.3659 | 0 | 7.1992 | 9.3659 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341490 | 189443 | -59216 | -20277 | -15518 | -580809 |
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{ "first_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 123, "offset": 0 } } }
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# | 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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