Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959661.3022 | 955384.8025 | 4276.4997 | 7424357.6734 | 32230556.6155 | -24806198.9421 |
Total P&L (%) | 959.6613 | 955.3848 | 4.2765 | 7424.3577 | 32230.5566 | -24806.1989 |
Avg Daily Profit (%) | 0.5159 | 0.5136 | 0.0023 | 0.2325 | 0.3111 | 0 |
Buy And Hold Return (%) | 6006.4879 | 6006.4879 | 6006.4879 | 6006.4879 | 6006.4879 | 6006.4879 |
Max Trade Drawdown | -154522 | -78922 | -138630 | -42440595 | -19954075 | -30852305 |
Profit Factor | 1.7992 | 2.7403 | 1.0066 | 1.0458 | 1.4261 | 0.7133 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Losing Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Profitability (%) | 48.468 | 48.6034 | 48.3333 | 48.468 | 48.6034 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.9129 | 2.8978 | 1.076 | 1.1119 | 1.5081 | 0.7625 |
Largest Winning Trade | 324517 | 324517 | 52612 | 16814527 | 16814527 | 9974906 |
Largest Losing Trade | -49285 | -34663 | -49285 | -8436178 | -8436178 | -6833842 |
Avg Bars in Trades | 61 | 64 | 57 | 61 | 64 | 57 |
Avg Bars in Winners | 82 | 87 | 77 | 82 | 87 | 77 |
Avg Bars in Losers | 40 | 43 | 38 | 40 | 43 | 38 |
Bars Traded | 21959 | 11602 | 10357 | 21959 | 11602 | 10357 |
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 | -150346 | -149992 | -569089 | -252908 | 349286 | -581039 |
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{ "first_band": { "type": "ssf", "factors": { "length": 43, "offset": 44, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 43, "offset": 44, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 225, "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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