Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1605518.7225 | 1605222.8121 | 295.9104 | 801228.6931 | 3435637.451 | -2634408.7579 |
Total P&L (%) | 1605.5187 | 1605.2228 | 0.2959 | 801.2287 | 3435.6375 | -2634.4088 |
Avg Daily Profit (%) | 0.8799 | 0.8797 | 0.0002 | 0.1206 | 0.1956 | 0 |
Buy And Hold Return (%) | 735.9148 | 735.9148 | 735.9148 | 735.9148 | 735.9148 | 735.9148 |
Max Trade Drawdown | -129619 | -104514 | -117903 | -4952234 | -3104368 | -3635047 |
Profit Factor | 2.8017 | 4.7972 | 1.0006 | 1.0349 | 1.3296 | 0.7898 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 46.0177 | 44.6429 | 47.3684 | 46.0177 | 44.6429 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.2866 | 5.9486 | 1.1118 | 1.214 | 1.6487 | 0.8776 |
Largest Winning Trade | 1262042 | 1262042 | 56718 | 2172942 | 2172942 | 1161314 |
Largest Losing Trade | -34984 | -32878 | -34984 | -1460093 | -1213943 | -1460093 |
Avg Bars in Trades | 47 | 48 | 47 | 47 | 48 | 47 |
Avg Bars in Winners | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 5374 | 2695 | 2679 | 5374 | 2695 | 2679 |
Profit Streak | 0 | 87.0588 | 0 | 0 | 87.0588 | 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 | 419628 | -165977 | -759278 | -353185 | -173430 | -761856 |
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{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 59, "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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