Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499087.7256 | 391747.6774 | 107340.0482 | 944749.6593 | 673037.3158 | 271712.3435 |
Total P&L (%) | 499.0877 | 391.7477 | 107.34 | 944.7497 | 673.0373 | 271.7123 |
Avg Daily Profit (%) | 0.1989 | 0.1561 | 0.0428 | 0.0935 | 0.0815 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84267 | -110008 | -64613 | -1191484 | -1219423 | -867430 |
Profit Factor | 1.6353 | 2.0886 | 1.2521 | 1.1404 | 1.1987 | 1.0813 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 44.9275 | 43.4783 | 46.3768 | 44.9275 | 43.4783 | 46.3768 |
Ratio Avg Win / Avg Loss | 2.0045 | 2.7152 | 1.4477 | 1.398 | 1.5584 | 1.2503 |
Largest Winning Trade | 93066 | 93066 | 54070 | 665164 | 665164 | 355063 |
Largest Losing Trade | -35000 | -22775 | -35000 | -423448 | -320043 | -423448 |
Avg Bars in Trades | 53 | 50 | 57 | 53 | 50 | 57 |
Avg Bars in Winners | 79 | 74 | 84 | 79 | 74 | 84 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 7437 | 3455 | 3982 | 7437 | 3455 | 3982 |
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 | 327628 | -93277 | -239347 | -135303 | -188976 | -357440 |
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{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 47, "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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