Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649499.2525 | 1610996.8074 | 38502.4451 | 19768675.8805 | 20790132.8819 | -1021457.0014 |
Total P&L (%) | 1649.4993 | 1610.9968 | 38.5024 | 19768.6759 | 20790.1329 | -1021.457 |
Avg Daily Profit (%) | 0.8878 | 0.8671 | 0.0207 | 0.2852 | 0.2879 | 0 |
Buy And Hold Return (%) | 6460.9692 | 6460.9692 | 6460.9692 | 6460.9692 | 6460.9692 | 6460.9692 |
Max Trade Drawdown | -111867 | -97550 | -109592 | -7448123 | -7553321 | -7882901 |
Profit Factor | 4.5676 | 8.0547 | 1.1645 | 1.6294 | 2.461 | 0.9405 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 45.9016 | 46.6667 | 45.1613 | 45.9016 | 46.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 5.3833 | 9.2054 | 1.4141 | 1.9203 | 2.8125 | 1.1421 |
Largest Winning Trade | 765266 | 765266 | 61694 | 8113107 | 8113107 | 6112572 |
Largest Losing Trade | -51966 | -51966 | -31770 | -7388023 | -3586025 | -7388023 |
Avg Bars in Trades | 87 | 95 | 80 | 87 | 95 | 80 |
Avg Bars in Winners | 129 | 146 | 111 | 129 | 146 | 111 |
Avg Bars in Losers | 53 | 51 | 54 | 53 | 51 | 54 |
Bars Traded | 5366 | 2873 | 2493 | 5366 | 2873 | 2493 |
Profit Streak | 0 | 160.4616 | 0 | 0 | 160.4616 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312651 | -144403 | -372405 | -158800 | 366591 | -581033 |
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{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 153, "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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