Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1581168.0558 | 1549423.6413 | 31744.4145 | 16865025.1768 | 17723626.5076 | -858601.3308 |
Total P&L (%) | 1581.1681 | 1549.4236 | 31.7444 | 16865.0252 | 17723.6265 | -858.6013 |
Avg Daily Profit (%) | 0.843 | 0.8261 | 0.0169 | 0.2741 | 0.2767 | 0 |
Buy And Hold Return (%) | 5048.6346 | 5048.6346 | 5048.6346 | 5048.6346 | 5048.6346 | 5048.6346 |
Max Trade Drawdown | -93372 | -110946 | -81247 | -9227238 | -8067856 | -7317694 |
Profit Factor | 4.4533 | 7.5699 | 1.143 | 1.5741 | 2.3616 | 0.9475 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 45.1613 | 46.6667 | 45.9016 | 45.1613 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.2485 | 9.192 | 1.3063 | 1.8552 | 2.8677 | 1.0829 |
Largest Winning Trade | 679110 | 679110 | 61694 | 8288369 | 8288369 | 5560518 |
Largest Losing Trade | -51966 | -51966 | -38475 | -6463309 | -3789749 | -6463309 |
Avg Bars in Trades | 90 | 97 | 83 | 90 | 97 | 83 |
Avg Bars in Winners | 126 | 143 | 108 | 126 | 143 | 108 |
Avg Bars in Losers | 59 | 59 | 60 | 59 | 59 | 60 |
Bars Traded | 5506 | 3012 | 2494 | 5506 | 3012 | 2494 |
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 | -312774 | -145982 | -400622 | -158860 | 310053 | -580455 |
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 56, "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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