Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1467567.3453 | 1468147.3516 | -580.0063 | 11139581.857 | 26927308.9587 | -15787727.1017 |
Total P&L (%) | 1467.5673 | 1468.1474 | -0.58 | 11139.5819 | 26927.309 | -15787.7271 |
Avg Daily Profit (%) | 0.7898 | 0.7901 | -0.0003 | 0.2544 | 0.3018 | 0 |
Buy And Hold Return (%) | 7961.048 | 7961.048 | 7961.048 | 7961.048 | 7961.048 | 7961.048 |
Max Trade Drawdown | -89903 | -55180 | -145533 | -14466890 | -8578881 | -27322539 |
Profit Factor | 3.5006 | 6.6945 | 0.9982 | 1.1372 | 1.7932 | 0.666 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 50 | 52.0833 | 47.9167 | 50 | 52.0833 | 47.9167 |
Ratio Avg Win / Avg Loss | 3.5006 | 6.1589 | 1.085 | 1.1372 | 1.6498 | 0.7239 |
Largest Winning Trade | 680766 | 680766 | 55847 | 17015830 | 17015830 | 5111221 |
Largest Losing Trade | -36783 | -36783 | -31475 | -6121748 | -4902378 | -6121748 |
Avg Bars in Trades | 76 | 83 | 68 | 76 | 83 | 68 |
Avg Bars in Winners | 103 | 119 | 86 | 103 | 119 | 86 |
Avg Bars in Losers | 48 | 44 | 52 | 48 | 44 | 52 |
Bars Traded | 7316 | 4009 | 3307 | 7316 | 4009 | 3307 |
Profit Streak | 0 | 40.5709 | 0 | 0 | 40.5709 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145748 | -143261 | -579832 | -102455 | 376021 | -581499 |
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{ "first_band": { "type": "ssf", "factors": { "length": 83, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 83, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 105, "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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