Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667258.5944 | 462208.6069 | 205049.9876 | 2898140.308 | 1814996.9921 | 1083143.3158 |
Total P&L (%) | 667.2586 | 462.2086 | 205.05 | 2898.1403 | 1814.997 | 1083.1433 |
Avg Daily Profit (%) | 0.3545 | 0.2455 | 0.1089 | 0.1808 | 0.157 | 0.1313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118531 | -88200 | -111563 | -1204769 | -1056789 | -1213033 |
Profit Factor | 1.801 | 2.2315 | 1.448 | 1.2757 | 1.3507 | 1.2029 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 49.3827 | 44.4444 | 54.321 | 49.3827 | 44.4444 | 54.321 |
Ratio Avg Win / Avg Loss | 1.846 | 2.7894 | 1.2176 | 1.3076 | 1.6884 | 1.0115 |
Largest Winning Trade | 108619 | 108619 | 43095 | 936971 | 756881 | 936971 |
Largest Losing Trade | -61599 | -30505 | -61599 | -770268 | -516654 | -770268 |
Avg Bars in Trades | 68 | 68 | 67 | 68 | 68 | 67 |
Avg Bars in Winners | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Losers | 46 | 51 | 40 | 46 | 51 | 40 |
Bars Traded | 11046 | 5546 | 5500 | 11046 | 5546 | 5500 |
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 | 481780 | -1861 | -57983 | 303029 | -4943 | -29183 |
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{ "first_band": { "type": "jma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 46, "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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