Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152530.9116 | 126458.7061 | 26072.2054 | 129074.8318 | 90412.5899 | 38662.2419 |
Total P&L (%) | 152.5309 | 126.4587 | 26.0722 | 129.0748 | 90.4126 | 38.6622 |
Avg Daily Profit (%) | 0.2929 | 0.2428 | 0.0501 | 0.1593 | 0.1237 | 0.0628 |
Buy And Hold Return (%) | 22.9757 | 22.9757 | 22.9757 | 22.9757 | 22.9757 | 22.9757 |
Max Trade Drawdown | -43890 | -54716 | -36186 | -107489 | -130340 | -63866 |
Profit Factor | 1.4814 | 1.7648 | 1.1721 | 1.2121 | 1.2784 | 1.1363 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 50 | 52.459 | 47.541 | 50 | 52.459 | 47.541 |
Ratio Avg Win / Avg Loss | 1.4814 | 1.5994 | 1.2933 | 1.2121 | 1.1585 | 1.2538 |
Largest Winning Trade | 109916 | 109916 | 13444 | 120188 | 120188 | 29065 |
Largest Losing Trade | -19501 | -19501 | -12734 | -51888 | -51888 | -27552 |
Avg Bars in Trades | 196 | 187 | 205 | 196 | 187 | 205 |
Avg Bars in Winners | 265 | 237 | 296 | 265 | 237 | 296 |
Avg Bars in Losers | 127 | 133 | 123 | 127 | 133 | 123 |
Bars Traded | 23994 | 11461 | 12533 | 23994 | 11461 | 12533 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328366 | -151594 | -444345 | 203518 | -192091 | -351913 |
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 245, "offset": 0 } } }
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# | 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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