Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2043320.0998 | 1890901.5181 | 152418.5816 | 16299489.7317 | 1269909.4725 | 15029580.2592 |
Total P&L (%) | 2043.3201 | 1890.9015 | 152.4186 | 16299.4897 | 1269.9095 | 15029.5803 |
Avg Daily Profit (%) | 1.0917 | 1.0102 | 0.0814 | 0.2728 | 0.1399 | 0.2685 |
Buy And Hold Return (%) | 451.1184 | 451.1184 | 451.1184 | 451.1184 | 451.1184 | 451.1184 |
Max Trade Drawdown | -106941 | -88848 | -54977 | -9747225 | -8965940 | -2489581 |
Profit Factor | 5.2748 | 7.1972 | 1.8817 | 1.4529 | 1.0476 | 2.6173 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 43.5294 | 34.8837 | 52.381 | 43.5294 | 34.8837 | 52.381 |
Ratio Avg Win / Avg Loss | 6.8429 | 13.4348 | 1.7106 | 1.8848 | 1.9555 | 2.3793 |
Largest Winning Trade | 1267825 | 1267825 | 56632 | 5665008 | 5665008 | 3343986 |
Largest Losing Trade | -35659 | -35659 | -26328 | -5490924 | -5490924 | -1300700 |
Avg Bars in Trades | 86 | 67 | 105 | 86 | 67 | 105 |
Avg Bars in Winners | 144 | 125 | 157 | 144 | 125 | 157 |
Avg Bars in Losers | 41 | 36 | 47 | 41 | 36 | 47 |
Bars Traded | 7323 | 2904 | 4419 | 7323 | 2904 | 4419 |
Profit Streak | 0 | 0 | 323.9161 | 0 | 0 | 323.9161 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625492 | 503897 | -244699 | 306008 | -182012 | 552703 |
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{ "first_band": { "type": "ssf", "factors": { "length": 99, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 99, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 116, "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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