Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280188.0219 | 10470.9218 | 269717.1001 | 368767.1534 | 71483.4107 | 297283.7427 |
Total P&L (%) | 280.188 | 10.4709 | 269.7171 | 368.7672 | 71.4834 | 297.2837 |
Avg Daily Profit (%) | 0.183 | 0.0068 | 0.1762 | 0.101 | 0.0352 | 0.0901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60194 | -91543 | -53759 | -115786 | -154646 | -134572 |
Profit Factor | 1.5544 | 1.0382 | 2.1674 | 1.3693 | 1.1364 | 1.6269 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 46.2963 | 35.1852 | 57.4074 | 46.2963 | 35.1852 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.8031 | 1.9124 | 1.6081 | 1.5884 | 2.0933 | 1.207 |
Largest Winning Trade | 60537 | 60537 | 48708 | 129910 | 129910 | 76238 |
Largest Losing Trade | -26011 | -24028 | -26011 | -72585 | -60534 | -72585 |
Avg Bars in Trades | 56 | 45 | 66 | 56 | 45 | 66 |
Avg Bars in Winners | 78 | 67 | 85 | 78 | 67 | 85 |
Avg Bars in Losers | 36 | 33 | 41 | 36 | 33 | 41 |
Bars Traded | 6054 | 2456 | 3598 | 6054 | 2456 | 3598 |
Profit Streak | 116.1109 | 116.1109 | 151.8609 | 116.1109 | 116.1109 | 151.8609 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380451 | -696986 | -166142 | -56230 | -399998 | -248327 |
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{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 51, "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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