Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294381.9163 | 188367.202 | 106014.7143 | -86774.5213 | 498879.909 | -585654.4303 |
Total P&L (%) | 294.3819 | 188.3672 | 106.0147 | -86.7745 | 498.8799 | -585.6544 |
Avg Daily Profit (%) | 0.1547 | 0.099 | 0.0557 | -0.1062 | 0.0941 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164676 | -86903 | -95222 | -698304 | -245053 | -776105 |
Profit Factor | 1.3687 | 1.4988 | 1.2519 | 0.9682 | 1.5608 | 0.6823 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 66.055 | 66.6667 | 65.4545 | 66.055 | 66.6667 | 65.4545 |
Ratio Avg Win / Avg Loss | 0.7034 | 0.7494 | 0.6607 | 0.4976 | 0.7804 | 0.3601 |
Largest Winning Trade | 75698 | 75698 | 33456 | 147316 | 147316 | 115026 |
Largest Losing Trade | -95222 | -69453 | -95222 | -662276 | -113052 | -662276 |
Avg Bars in Trades | 67 | 70 | 64 | 67 | 70 | 64 |
Avg Bars in Winners | 53 | 50 | 57 | 53 | 50 | 57 |
Avg Bars in Losers | 94 | 111 | 77 | 94 | 111 | 77 |
Bars Traded | 7378 | 3817 | 3561 | 7378 | 3817 | 3561 |
Profit Streak | 0 | 89.4893 | 0 | 0 | 89.4893 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303898 | -238147 | -298465 | -578407 | -244279 | -758829 |
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{ "first_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 199, "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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