Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792296.3128 | 562827.2439 | 229469.0689 | 7138028.9602 | 4925136.994 | 2212891.9663 |
Total P&L (%) | 792.2963 | 562.8272 | 229.4691 | 7138.029 | 4925.137 | 2212.892 |
Avg Daily Profit (%) | 0.4181 | 0.297 | 0.1211 | 0.2262 | 0.2069 | 0.1659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112042 | -65435 | -99219 | -5041673 | -3553164 | -6400837 |
Profit Factor | 1.7463 | 2.1803 | 1.3924 | 1.1983 | 1.2938 | 1.115 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 48.6364 | 45.4545 | 51.8182 | 48.6364 | 45.4545 | 51.8182 |
Ratio Avg Win / Avg Loss | 1.8442 | 2.6163 | 1.2947 | 1.2655 | 1.5525 | 1.0368 |
Largest Winning Trade | 90461 | 90461 | 61922 | 2248676 | 2248676 | 1519472 |
Largest Losing Trade | -49811 | -32661 | -49811 | -2662947 | -2530206 | -2662947 |
Avg Bars in Trades | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Winners | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 11159 | 5477 | 5682 | 11159 | 5477 | 5682 |
Profit Streak | 13.1475 | 0 | 26.4809 | 13.1475 | 0 | 26.4809 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519862 | 395497 | -29696 | 253909 | 260090 | -85252 |
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{ "first_band": { "type": "jma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "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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