Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585365.4652 | 369286.5852 | 216078.8801 | 2886284.3416 | 1145264.97 | 1741019.3716 |
Total P&L (%) | 585.3655 | 369.2866 | 216.0789 | 2886.2843 | 1145.265 | 1741.0194 |
Avg Daily Profit (%) | 0.2462 | 0.1553 | 0.0909 | 0.143 | 0.1061 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94315 | -81320 | -59746 | -1483742 | -1147370 | -933069 |
Profit Factor | 1.7132 | 1.9036 | 1.5244 | 1.3186 | 1.2387 | 1.4086 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 47.7064 | 44.9541 | 50.4587 | 47.7064 | 44.9541 | 50.4587 |
Ratio Avg Win / Avg Loss | 1.878 | 2.331 | 1.4967 | 1.4454 | 1.5168 | 1.383 |
Largest Winning Trade | 128497 | 128497 | 51401 | 1635337 | 1635337 | 680522 |
Largest Losing Trade | -30570 | -20265 | -30570 | -495369 | -495369 | -436355 |
Avg Bars in Trades | 64 | 56 | 72 | 64 | 56 | 72 |
Avg Bars in Winners | 89 | 77 | 100 | 89 | 77 | 100 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 14095 | 6200 | 7896 | 14095 | 6200 | 7896 |
Profit Streak | 180.4811 | 184.4811 | 180.4811 | 180.4811 | 184.4811 | 180.4811 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479243 | 345564 | -69414 | 1811 | -51325 | -27427 |
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{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 68, "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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