Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147815.5823 | 1182652.3915 | -34836.8093 | 170078.0212 | 1011839.7498 | -841761.7285 |
Total P&L (%) | 1147.8156 | 1182.6524 | -34.8368 | 170.078 | 1011.8398 | -841.7617 |
Avg Daily Profit (%) | 0.6335 | 0.6527 | -0.0192 | 0.0548 | 0.133 | 0 |
Buy And Hold Return (%) | 574.1573 | 574.1573 | 574.1573 | 574.1573 | 574.1573 | 574.1573 |
Max Trade Drawdown | -159443 | -88711 | -89942 | -1891053 | -1308328 | -893378 |
Profit Factor | 2.7452 | 4.2919 | 0.8833 | 1.0357 | 1.3926 | 0.6163 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 51.3889 | 44.4444 | 58.3333 | 51.3889 | 44.4444 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.5969 | 5.3649 | 0.6309 | 0.9797 | 1.7408 | 0.4402 |
Largest Winning Trade | 879884 | 879884 | 58564 | 1454354 | 1454354 | 248686 |
Largest Losing Trade | -46437 | -39064 | -46437 | -659662 | -659662 | -576530 |
Avg Bars in Trades | 144 | 144 | 144 | 144 | 144 | 144 |
Avg Bars in Winners | 190 | 201 | 182 | 190 | 201 | 182 |
Avg Bars in Losers | 95 | 99 | 91 | 95 | 99 | 91 |
Bars Traded | 10407 | 5207 | 5200 | 10407 | 5207 | 5200 |
Profit Streak | 0 | 97.861 | 0 | 0 | 97.861 | 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 | -73511 | 413576 | -579699 | -552032 | -22955 | -579699 |
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 229, "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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