Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208768.3056 | 1055006.4765 | 153761.8291 | 5797420.5362 | 1783101.206 | 4014319.3302 |
Total P&L (%) | 1208.7683 | 1055.0065 | 153.7618 | 5797.4205 | 1783.1012 | 4014.3193 |
Avg Daily Profit (%) | 0.5804 | 0.5066 | 0.0738 | 0.196 | 0.141 | 0.1786 |
Buy And Hold Return (%) | 96.4876 | 96.4876 | 96.4876 | 96.4876 | 96.4876 | 96.4876 |
Max Trade Drawdown | -189361 | -90572 | -253612 | -14116489 | -12272712 | -7011721 |
Profit Factor | 1.7418 | 2.3615 | 1.1799 | 1.0881 | 1.0504 | 1.1318 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 160 | 73 | 87 | 160 | 73 | 87 |
Losing Trades | 219 | 116 | 103 | 219 | 116 | 103 |
Profitability (%) | 42.2164 | 38.6243 | 45.7895 | 42.2164 | 38.6243 | 45.7895 |
Ratio Avg Win / Avg Loss | 2.384 | 3.7526 | 1.3969 | 1.4893 | 1.6692 | 1.34 |
Largest Winning Trade | 576346 | 576346 | 54752 | 3435543 | 3435543 | 2523628 |
Largest Losing Trade | -25375 | -19209 | -25375 | -2896539 | -2896539 | -2309853 |
Avg Bars in Trades | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Winners | 100 | 100 | 100 | 100 | 100 | 100 |
Avg Bars in Losers | 39 | 40 | 39 | 39 | 40 | 39 |
Bars Traded | 24842 | 12016 | 12825 | 24842 | 12016 | 12825 |
Profit Streak | 10.4777 | 0 | 12.7277 | 10.4777 | 0 | 12.7277 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511111 | 401980 | -127198 | -116036 | -172272 | -68271 |
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{ "first_band": { "type": "ssf", "factors": { "length": 111, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 111, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 63, "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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