Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070443.4355 | 1306106.5398 | -235663.1043 | -3217313.3091 | 6824637.8159 | -10041951.125 |
Total P&L (%) | 1070.4434 | 1306.1065 | -235.6631 | -3217.3133 | 6824.6378 | -10041.9511 |
Avg Daily Profit (%) | 0.5706 | 0.6962 | -0.1256 | 0 | 0.2261 | 0 |
Buy And Hold Return (%) | 265.3822 | 265.3822 | 265.3822 | 265.3822 | 265.3822 | 265.3822 |
Max Trade Drawdown | -537705 | -106392 | -451205 | -14853188 | -3683602 | -14676755 |
Profit Factor | 2.1889 | 5.5596 | 0.6161 | 0.8968 | 1.7774 | 0.5516 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 16 | 25 | 35 | 22 | 13 |
Losing Trades | 28 | 18 | 10 | 34 | 12 | 22 |
Profitability (%) | 59.4203 | 47.0588 | 71.4286 | 50.7246 | 64.7059 | 37.1429 |
Ratio Avg Win / Avg Loss | 1.4948 | 6.2546 | 0.2465 | 0.8712 | 0.9695 | 0.9335 |
Largest Winning Trade | 1220178 | 1220178 | 55144 | 3936713 | 3936713 | 3519515 |
Largest Losing Trade | -368006 | -42402 | -368006 | -13270346 | -2508394 | -13270346 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 55 | 56 | 55 | 46 | 57 | 28 |
Avg Bars in Losers | 48 | 50 | 43 | 58 | 46 | 65 |
Bars Traded | 3625 | 1813 | 1812 | 3625 | 1813 | 1812 |
Profit Streak | 0 | 0 | 0 | 83.5073 | 83.5073 | 100.0073 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92712 | 645127 | -578009 | -685318 | 406844 | -584829 |
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{ "first_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 87, "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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