Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323070.0626 | 1357122.5562 | -34052.4936 | 388001.6092 | 2473997.263 | -2085995.6538 |
Total P&L (%) | 1323.0701 | 1357.1226 | -34.0525 | 388.0016 | 2473.9973 | -2085.9957 |
Avg Daily Profit (%) | 0.7243 | 0.7429 | -0.0186 | 0.0868 | 0.178 | 0 |
Buy And Hold Return (%) | 638.9033 | 638.9033 | 638.9033 | 638.9033 | 638.9033 | 638.9033 |
Max Trade Drawdown | -228492 | -120029 | -135743 | -3418612 | -1730179 | -2262344 |
Profit Factor | 2.7527 | 4.3639 | 0.9031 | 1.0411 | 1.5096 | 0.546 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 48.8889 | 44.4444 | 53.3333 | 48.8889 | 44.4444 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.8778 | 5.4549 | 0.7902 | 1.0884 | 1.887 | 0.4778 |
Largest Winning Trade | 874849 | 874849 | 74727 | 2312568 | 2312568 | 467406 |
Largest Losing Trade | -45965 | -45965 | -38451 | -1052947 | -955527 | -1052947 |
Avg Bars in Trades | 58 | 65 | 52 | 58 | 65 | 52 |
Avg Bars in Winners | 70 | 87 | 56 | 70 | 87 | 56 |
Avg Bars in Losers | 47 | 48 | 47 | 47 | 48 | 47 |
Bars Traded | 5300 | 2950 | 2350 | 5300 | 2950 | 2350 |
Profit Streak | 70.7024 | 99.3691 | 70.7024 | 70.7024 | 99.3691 | 70.7024 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436719 | 461141 | -579721 | -417413 | 246730 | -579721 |
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{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 104, "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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