Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482359.9487 | 1478038.8174 | 4321.1313 | 10204715.0868 | 20830761.7635 | -10626046.6766 |
Total P&L (%) | 1482.3599 | 1478.0388 | 4.3211 | 10204.7151 | 20830.7618 | -10626.0467 |
Avg Daily Profit (%) | 0.7934 | 0.7911 | 0.0023 | 0.2484 | 0.2864 | 0 |
Buy And Hold Return (%) | 7715.5151 | 7715.5151 | 7715.5151 | 7715.5151 | 7715.5151 | 7715.5151 |
Max Trade Drawdown | -123134 | -91672 | -114942 | -16088925 | -11915530 | -18443923 |
Profit Factor | 3.8932 | 7.3448 | 1.0155 | 1.1725 | 1.7958 | 0.6777 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 50.6667 | 51.3514 | 50 | 50.6667 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 3.7907 | 6.9582 | 1.0155 | 1.1417 | 1.7013 | 0.6777 |
Largest Winning Trade | 742030 | 742030 | 61754 | 9328803 | 9328803 | 5639914 |
Largest Losing Trade | -55799 | -55799 | -28452 | -6179267 | -6179267 | -4643313 |
Avg Bars in Trades | 96 | 101 | 92 | 96 | 101 | 92 |
Avg Bars in Winners | 143 | 156 | 130 | 143 | 156 | 130 |
Avg Bars in Losers | 48 | 42 | 54 | 48 | 42 | 54 |
Bars Traded | 7274 | 3750 | 3523 | 7274 | 3750 | 3523 |
Profit Streak | 0 | 49.9334 | 0 | 0 | 49.9334 | 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 | -206875 | -143414 | -559002 | -148879 | 343807 | -580764 |
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{ "first_band": { "type": "ssf", "factors": { "length": 141, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 141, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 108, "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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