Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498567.3114 | 455153.7453 | 43413.5661 | 6650.2105 | 127137.2961 | -120487.0856 |
Total P&L (%) | 498.5673 | 455.1537 | 43.4136 | 6.6502 | 127.1373 | -120.4871 |
Avg Daily Profit (%) | 0.2148 | 0.1961 | 0.0187 | 0.0028 | 0.0353 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167061 | -83514 | -286856 | -94832 | -57194 | -203073 |
Profit Factor | 1.3225 | 1.6708 | 1.05 | 1.0077 | 1.3517 | 0.7619 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 48.0469 | 46.0938 | 50 | 48.0469 | 46.0938 | 50 |
Ratio Avg Win / Avg Loss | 1.43 | 1.954 | 1.05 | 1.0896 | 1.5808 | 0.7619 |
Largest Winning Trade | 108362 | 108362 | 42349 | 52383 | 52383 | 24676 |
Largest Losing Trade | -78449 | -37737 | -78449 | -63048 | -26216 | -63048 |
Avg Bars in Trades | 26 | 26 | 27 | 26 | 26 | 27 |
Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 6809 | 3341 | 3468 | 6809 | 3341 | 3468 |
Profit Streak | 27.2827 | 41.9494 | 27.2827 | 27.2827 | 41.9494 | 27.2827 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354210 | 354503 | -334674 | -565109 | -145071 | -580173 |
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{ "first_band": { "type": "jma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 25, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 25, "offset": 0, "poles": 3 } } }
# | 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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