Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1592389.0247 | 1413522.9836 | 178866.0412 | 47741850.7151 | 36840150.8934 | 10901699.8217 |
Total P&L (%) | 1592.389 | 1413.523 | 178.866 | 47741.8507 | 36840.1509 | 10901.6998 |
Avg Daily Profit (%) | 0.7278 | 0.646 | 0.0817 | 0.2824 | 0.2706 | 0.2151 |
Buy And Hold Return (%) | 524.5897 | 524.5897 | 524.5897 | 524.5897 | 524.5897 | 524.5897 |
Max Trade Drawdown | -80021 | -55974 | -49935 | -18590444 | -10425816 | -8164628 |
Profit Factor | 5.8523 | 8.0283 | 2.4078 | 2.1643 | 2.4605 | 1.6909 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 46.0317 | 37.5 | 54.8387 | 46.0317 | 37.5 | 54.8387 |
Ratio Avg Win / Avg Loss | 6.8613 | 13.3806 | 1.9829 | 2.5375 | 4.1009 | 1.3925 |
Largest Winning Trade | 708643 | 708643 | 63360 | 35191057 | 35191057 | 13283810 |
Largest Losing Trade | -25069 | -25069 | -19075 | -10425816 | -10425816 | -8164628 |
Avg Bars in Trades | 67 | 58 | 76 | 67 | 58 | 76 |
Avg Bars in Winners | 108 | 107 | 109 | 108 | 107 | 109 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 4238 | 1866 | 2372 | 4238 | 1866 | 2372 |
Profit Streak | 0 | 0 | 78.0077 | 0 | 0 | 78.0078 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134653 | 435678 | -243853 | -139683 | 303708 | 410551 |
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 26, "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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