Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769668.0218 | 608079.478 | 161588.5439 | 762754.4236 | -260765.6757 | 1023520.0993 |
Total P&L (%) | 769.668 | 608.0795 | 161.5885 | 762.7544 | -260.7657 | 1023.5201 |
Avg Daily Profit (%) | 0.5227 | 0.413 | 0.1097 | 0.1465 | 0 | 0.1644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87847 | -111321 | -41190 | -1721577 | -1955604 | -629052 |
Profit Factor | 2.3092 | 2.7674 | 1.6627 | 1.1353 | 0.9315 | 1.5592 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 46.0526 | 39.4737 | 52.6316 | 46.0526 | 39.4737 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.7051 | 4.2433 | 1.4964 | 1.3299 | 1.4283 | 1.4033 |
Largest Winning Trade | 428239 | 428239 | 76339 | 1346414 | 1346414 | 616014 |
Largest Losing Trade | -37436 | -37436 | -31615 | -689143 | -689143 | -483924 |
Avg Bars in Trades | 112 | 99 | 125 | 112 | 99 | 125 |
Avg Bars in Winners | 158 | 132 | 178 | 158 | 132 | 178 |
Avg Bars in Losers | 72 | 77 | 67 | 72 | 77 | 67 |
Bars Traded | 8553 | 3771 | 4782 | 8553 | 3771 | 4782 |
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 | -40119 | 398105 | -44096 | -124163 | -583191 | 351204 |
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 149, "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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