Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535816.5776 | 411866.8213 | 123949.7563 | 351420.2965 | 202916.3063 | 148503.9902 |
Total P&L (%) | 535.8166 | 411.8668 | 123.9498 | 351.4203 | 202.9163 | 148.504 |
Avg Daily Profit (%) | 0.2334 | 0.1794 | 0.054 | 0.0657 | 0.0483 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141886 | -68272 | -112440 | -484366 | -367667 | -394466 |
Profit Factor | 1.8778 | 2.2302 | 1.4497 | 1.2069 | 1.198 | 1.2205 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 44.0476 | 38.0952 | 50 | 44.0476 | 38.0952 | 50 |
Ratio Avg Win / Avg Loss | 2.3853 | 3.6241 | 1.4497 | 1.5331 | 1.9467 | 1.2205 |
Largest Winning Trade | 219279 | 219279 | 52761 | 532277 | 532277 | 100375 |
Largest Losing Trade | -43348 | -43348 | -40136 | -185319 | -171450 | -185319 |
Avg Bars in Trades | 159 | 151 | 168 | 159 | 151 | 168 |
Avg Bars in Winners | 237 | 225 | 245 | 237 | 225 | 245 |
Avg Bars in Losers | 99 | 106 | 90 | 99 | 106 | 90 |
Bars Traded | 13432 | 6375 | 7056 | 13432 | 6375 | 7056 |
Profit Streak | 0 | 0 | 84.4589 | 0 | 0 | 84.4589 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352701 | 255713 | -119220 | -106708 | -134682 | -139729 |
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{ "first_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 221, "offset": 0 } } }
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# | 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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