Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767346.9685 | 683740.5299 | 83606.4386 | 322730.4637 | 810341.4005 | -487610.9368 |
Total P&L (%) | 767.347 | 683.7405 | 83.6064 | 322.7305 | 810.3414 | -487.6109 |
Avg Daily Profit (%) | 0.4088 | 0.3642 | 0.0445 | 0.0768 | 0.1177 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142658 | -89531 | -80329 | -1600709 | -424725 | -1192820 |
Profit Factor | 2.079 | 3.0257 | 1.2238 | 1.0699 | 1.4062 | 0.8143 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 59.2593 | 51.4706 | 67.1642 | 59.2593 | 51.4706 | 67.1642 |
Ratio Avg Win / Avg Loss | 1.4293 | 2.8528 | 0.5983 | 0.7355 | 1.3258 | 0.3981 |
Largest Winning Trade | 632381 | 632381 | 36829 | 734535 | 734535 | 274894 |
Largest Losing Trade | -61978 | -34677 | -61978 | -1192820 | -276692 | -1192820 |
Avg Bars in Trades | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Winners | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Losers | 70 | 72 | 67 | 70 | 72 | 67 |
Bars Traded | 11011 | 5479 | 5532 | 11011 | 5479 | 5532 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511981 | -93768 | -249924 | -234173 | -143675 | -695233 |
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 165, "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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