Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65974.1026 | 60179.5663 | 5794.5363 | 74020.4026 | 72648.1984 | 1372.2042 |
Total P&L (%) | 65.9741 | 60.1796 | 5.7945 | 74.0204 | 72.6482 | 1.3722 |
Avg Daily Profit (%) | 0.76 | 0.6932 | 0.0668 | 0.6402 | 0.631 | 0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26249 | -21326 | -11424 | -29283 | -23625 | -13684 |
Profit Factor | 1.5598 | 2.0424 | 1.0964 | 1.5193 | 2.057 | 1.0186 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 46.0432 | 48.5714 | 43.4783 | 46.0432 | 48.5714 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.8279 | 2.1625 | 1.4253 | 1.7804 | 2.178 | 1.3242 |
Largest Winning Trade | 36750 | 36750 | 6972 | 45154 | 45154 | 8045 |
Largest Losing Trade | -7157 | -3943 | -7157 | -13010 | -6219 | -13010 |
Avg Bars in Trades | 172 | 187 | 157 | 172 | 187 | 157 |
Avg Bars in Winners | 272 | 295 | 247 | 272 | 295 | 247 |
Avg Bars in Losers | 87 | 85 | 88 | 87 | 85 | 88 |
Bars Traded | 23998 | 13116 | 10881 | 23998 | 13116 | 10881 |
Profit Streak | 4.2576 | 6.0805 | 0 | 4.2576 | 6.0805 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425669 | -80449 | -490534 | 389574 | -80576 | -644166 |
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{ "first_band": { "type": "ssf", "factors": { "length": 208, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 208, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 241, "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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