Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1008025.1659 | 1006636.9821 | 1388.1838 | 1008929.5948 | 1364374.3353 | -355444.7405 |
Total P&L (%) | 1008.0252 | 1006.637 | 1.3882 | 1008.9296 | 1364.3743 | -355.4447 |
Avg Daily Profit (%) | 0.5461 | 0.5453 | 0.0008 | 0.1304 | 0.1455 | 0 |
Buy And Hold Return (%) | 393.2809 | 393.2809 | 393.2809 | 393.2809 | 393.2809 | 393.2809 |
Max Trade Drawdown | -102545 | -88216 | -117725 | -523848 | -294989 | -647135 |
Profit Factor | 2.6403 | 4.8493 | 1.0039 | 1.3361 | 2.2321 | 0.8123 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 43.9024 | 46.3415 | 41.4634 | 43.9024 | 46.3415 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.3737 | 5.615 | 1.4173 | 1.7073 | 2.5845 | 1.1468 |
Largest Winning Trade | 632709 | 632709 | 77703 | 578759 | 578759 | 306329 |
Largest Losing Trade | -68853 | -22631 | -68853 | -397548 | -159955 | -397548 |
Avg Bars in Trades | 87 | 79 | 94 | 87 | 79 | 94 |
Avg Bars in Winners | 134 | 122 | 147 | 134 | 122 | 147 |
Avg Bars in Losers | 50 | 43 | 57 | 50 | 43 | 57 |
Bars Traded | 7171 | 3278 | 3893 | 7171 | 3278 | 3893 |
Profit Streak | 55.8883 | 143.1383 | 0 | 55.8883 | 143.1383 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 70011 | 530838 | -577067 | -31165 | 98698 | -582395 |
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{ "first_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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) |
---|