Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645984.3891 | 681072.6944 | -35088.3053 | 301672.9228 | 1304230.1129 | -1002557.19 |
Total P&L (%) | 645.9844 | 681.0727 | -35.0883 | 301.6729 | 1304.2301 | -1002.5572 |
Avg Daily Profit (%) | 0.2985 | 0.3147 | -0.0162 | 0.0643 | 0.1222 | 0 |
Buy And Hold Return (%) | 185.9951 | 185.9951 | 185.9951 | 185.9951 | 185.9951 | 185.9951 |
Max Trade Drawdown | -221463 | -126132 | -165319 | -1249885 | -607003 | -1481609 |
Profit Factor | 1.9981 | 3.5218 | 0.907 | 1.0929 | 2.1509 | 0.5257 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 39.4366 | 41.6667 | 37.1429 | 39.4366 | 41.6667 | 37.1429 |
Ratio Avg Win / Avg Loss | 3.0685 | 4.9305 | 1.5349 | 1.6784 | 3.0113 | 0.8897 |
Largest Winning Trade | 249536 | 249536 | 66634 | 549781 | 549781 | 401729 |
Largest Losing Trade | -50531 | -24518 | -50531 | -437932 | -223633 | -437932 |
Avg Bars in Trades | 88 | 88 | 88 | 88 | 88 | 88 |
Avg Bars in Winners | 163 | 155 | 173 | 163 | 155 | 173 |
Avg Bars in Losers | 40 | 41 | 38 | 40 | 41 | 38 |
Bars Traded | 6309 | 3199 | 3110 | 6309 | 3199 | 3110 |
Profit Streak | 0 | 0 | 78.164 | 0 | 0 | 78.164 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85399 | 358686 | -582452 | -329121 | -28651 | -585229 |
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 41, "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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