Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524429.7577 | 426838.6945 | 97591.0632 | 280789.8709 | 517876.4839 | -237086.613 |
Total P&L (%) | 524.4298 | 426.8387 | 97.5911 | 280.7899 | 517.8765 | -237.0866 |
Avg Daily Profit (%) | 0.2293 | 0.1867 | 0.0427 | 0.0585 | 0.0797 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113319 | -118201 | -101626 | -1078909 | -643278 | -454999 |
Profit Factor | 1.7447 | 2.0845 | 1.3142 | 1.0838 | 1.2792 | 0.8416 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 41.5842 | 39.2157 | 44 | 41.5842 | 39.2157 | 44 |
Ratio Avg Win / Avg Loss | 2.4509 | 3.2309 | 1.6726 | 1.5224 | 1.9828 | 1.0712 |
Largest Winning Trade | 233613 | 233613 | 62352 | 946898 | 946898 | 234523 |
Largest Losing Trade | -40980 | -40980 | -26808 | -361507 | -292779 | -361507 |
Avg Bars in Trades | 89 | 72 | 105 | 89 | 72 | 105 |
Avg Bars in Winners | 137 | 113 | 159 | 137 | 113 | 159 |
Avg Bars in Losers | 54 | 46 | 63 | 54 | 46 | 63 |
Bars Traded | 9008 | 3714 | 5294 | 9008 | 3714 | 5294 |
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 | 309314 | -172779 | -317010 | -245096 | -269344 | -761500 |
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{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 105, "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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