Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1938134.9729 | 1876154.3103 | 61980.6626 | 2649741.1598 | 6605041.5013 | -3955300.3415 |
Total P&L (%) | 1938.135 | 1876.1543 | 61.9807 | 2649.7412 | 6605.0415 | -3955.3003 |
Avg Daily Profit (%) | 1.0692 | 1.035 | 0.0342 | 0.183 | 0.2323 | 0 |
Buy And Hold Return (%) | 506.3083 | 506.3083 | 506.3083 | 506.3083 | 506.3083 | 506.3083 |
Max Trade Drawdown | -154179 | -78522 | -102647 | -21418234 | -13290920 | -10800445 |
Profit Factor | 3.5018 | 5.4187 | 1.177 | 1.0487 | 1.2361 | 0.8503 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 44.6429 | 41.0714 | 48.2143 | 44.6429 | 41.0714 | 48.2143 |
Ratio Avg Win / Avg Loss | 4.3422 | 7.7747 | 1.2642 | 1.3004 | 1.7735 | 0.9133 |
Largest Winning Trade | 1324085 | 1324085 | 61198 | 14373100 | 14373100 | 2509356 |
Largest Losing Trade | -32266 | -32266 | -31203 | -4264274 | -4264274 | -3461193 |
Avg Bars in Trades | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Winners | 62 | 67 | 58 | 62 | 67 | 58 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 5290 | 2577 | 2713 | 5290 | 2577 | 2713 |
Profit Streak | 0 | 87.7285 | 0 | 0 | 87.7285 | 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 | 573662 | -163579 | -519529 | -162015 | -173449 | -761527 |
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{ "first_band": { "type": "ssf", "factors": { "length": 53, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 53, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 69, "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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