Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715744.6515 | 596698.598 | 119046.0535 | 1027619.3546 | 813673.9718 | 213945.3828 |
Total P&L (%) | 715.7447 | 596.6986 | 119.0461 | 1027.6194 | 813.674 | 213.9454 |
Avg Daily Profit (%) | 0.286 | 0.2384 | 0.0476 | 0.0969 | 0.0884 | 0.0457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169538 | -158327 | -54515 | -2334164 | -1616464 | -1010440 |
Profit Factor | 2.4048 | 3.2309 | 1.4919 | 1.251 | 1.3603 | 1.1166 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 35.6164 | 36.1111 | 35.1351 | 35.6164 | 36.1111 | 35.1351 |
Ratio Avg Win / Avg Loss | 4.3471 | 5.7161 | 2.7542 | 2.2614 | 2.4066 | 2.0613 |
Largest Winning Trade | 441175 | 441175 | 59928 | 963014 | 963014 | 686757 |
Largest Losing Trade | -27598 | -25955 | -27598 | -470760 | -470760 | -398177 |
Avg Bars in Trades | 100 | 85 | 115 | 100 | 85 | 115 |
Avg Bars in Winners | 169 | 159 | 178 | 169 | 159 | 178 |
Avg Bars in Losers | 63 | 44 | 81 | 63 | 44 | 81 |
Bars Traded | 7371 | 3095 | 4276 | 7371 | 3095 | 4276 |
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 | -68517 | 328982 | -132790 | -144230 | -78313 | -228817 |
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 76, "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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