Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548287.4241 | 437092.0359 | 111195.3882 | 360640.7682 | 213692.7105 | 146948.0578 |
Total P&L (%) | 548.2874 | 437.092 | 111.1954 | 360.6408 | 213.6927 | 146.9481 |
Avg Daily Profit (%) | 0.2969 | 0.2367 | 0.0602 | 0.0828 | 0.0619 | 0.049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124943 | -122210 | -65588 | -702577 | -794199 | -470980 |
Profit Factor | 1.8588 | 2.2463 | 1.3865 | 1.11 | 1.117 | 1.1013 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 47.9592 | 40.8163 | 55.102 | 47.9592 | 40.8163 | 55.102 |
Ratio Avg Win / Avg Loss | 2.017 | 3.2571 | 1.1297 | 1.2045 | 1.6196 | 0.8974 |
Largest Winning Trade | 356697 | 356697 | 63465 | 686870 | 686870 | 227277 |
Largest Losing Trade | -35310 | -27971 | -35310 | -295813 | -227537 | -295813 |
Avg Bars in Trades | 74 | 66 | 82 | 74 | 66 | 82 |
Avg Bars in Winners | 109 | 108 | 109 | 109 | 108 | 109 |
Avg Bars in Losers | 42 | 36 | 49 | 42 | 36 | 49 |
Bars Traded | 7290 | 3245 | 4046 | 7290 | 3245 | 4046 |
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 | 427011 | 314467 | -111142 | -182485 | -204443 | -237523 |
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{ "first_band": { "type": "ssf", "factors": { "length": 44, "offset": 54, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 85, "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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