Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628596.843 | 450765.0018 | 177831.8411 | 3997879.1474 | 2146232.7891 | 1851646.3583 |
Total P&L (%) | 628.5968 | 450.765 | 177.8318 | 3997.8791 | 2146.2328 | 1851.6464 |
Avg Daily Profit (%) | 0.2514 | 0.1803 | 0.0711 | 0.1486 | 0.1246 | 0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81073 | -100326 | -89250 | -1829589 | -1684091 | -1211458 |
Profit Factor | 1.8792 | 2.2714 | 1.4935 | 1.2995 | 1.301 | 1.2978 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 46.3235 | 44.1176 | 48.5294 | 46.3235 | 44.1176 | 48.5294 |
Ratio Avg Win / Avg Loss | 2.1775 | 2.877 | 1.584 | 1.5057 | 1.6479 | 1.3764 |
Largest Winning Trade | 76566 | 76566 | 52357 | 1433417 | 1433417 | 799392 |
Largest Losing Trade | -31829 | -25491 | -31829 | -1051783 | -659087 | -1051783 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 4965 | 2352 | 2613 | 4965 | 2352 | 2613 |
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 | 395101 | -99969 | -205615 | 212758 | -136866 | -143788 |
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{ "first_band": { "type": "ssf", "factors": { "length": 70, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 70, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 24, "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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