Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395825.6193 | 275910.4085 | 119915.2108 | 968591.6243 | 475765.4683 | 492826.156 |
Total P&L (%) | 395.8256 | 275.9104 | 119.9152 | 968.5916 | 475.7655 | 492.8262 |
Avg Daily Profit (%) | 0.3631 | 0.2531 | 0.11 | 0.2176 | 0.1607 | 0.1634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67347 | -58887 | -33369 | -702442 | -523970 | -383970 |
Profit Factor | 2.1033 | 2.3233 | 1.7981 | 1.4077 | 1.315 | 1.5695 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 61.1765 | 60.4651 | 61.9048 | 61.1765 | 60.4651 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.3348 | 1.5191 | 1.1065 | 0.8934 | 0.8598 | 0.9659 |
Largest Winning Trade | 151449 | 151449 | 28833 | 305283 | 305283 | 113804 |
Largest Losing Trade | -42429 | -42429 | -34999 | -349912 | -349912 | -139392 |
Avg Bars in Trades | 36 | 40 | 32 | 36 | 40 | 32 |
Avg Bars in Winners | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Losers | 34 | 43 | 26 | 34 | 43 | 26 |
Bars Traded | 3088 | 1725 | 1362 | 3088 | 1725 | 1362 |
Profit Streak | 0 | 0 | 50.8691 | 0 | 0 | 50.8691 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498876 | 500642 | -41670 | 331817 | 259267 | 342845 |
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{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 103, "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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