Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547474.4819 | 567007.6474 | -19533.1656 | 65593.2605 | 227780.7444 | -162187.4839 |
Total P&L (%) | 547.4745 | 567.0076 | -19.5332 | 65.5933 | 227.7807 | -162.1875 |
Avg Daily Profit (%) | 0.2628 | 0.2722 | -0.0094 | 0.0242 | 0.057 | 0 |
Buy And Hold Return (%) | 105.7312 | 105.7312 | 105.7312 | 105.7312 | 105.7312 | 105.7312 |
Max Trade Drawdown | -194437 | -115736 | -324857 | -931772 | -736478 | -395404 |
Profit Factor | 1.2488 | 1.5547 | 0.9834 | 1.0145 | 1.1031 | 0.9298 |
Total Trades | 580 | 290 | 290 | 580 | 290 | 290 |
Winning Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Losing Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Profitability (%) | 44.4828 | 44.4828 | 44.4828 | 44.4828 | 44.4828 | 44.4828 |
Ratio Avg Win / Avg Loss | 1.5586 | 1.9404 | 1.2274 | 1.2662 | 1.3767 | 1.1604 |
Largest Winning Trade | 139329 | 139329 | 60657 | 509782 | 509782 | 163996 |
Largest Losing Trade | -40653 | -28069 | -40653 | -152734 | -152734 | -149047 |
Avg Bars in Trades | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Winners | 62 | 59 | 65 | 62 | 59 | 65 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 24908 | 12435 | 12473 | 24908 | 12435 | 12473 |
Profit Streak | 11.6203 | 0 | 12.1203 | 11.6203 | 0 | 12.1203 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351241 | 328701 | -579674 | -529344 | -230956 | -579674 |
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{ "first_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 51, "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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