Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203270.8862 | 1306948.5479 | -103677.6617 | 11914.1787 | 1077122.1858 | -1065208.0071 |
Total P&L (%) | 1203.2709 | 1306.9485 | -103.6777 | 11.9142 | 1077.1222 | -1065.208 |
Avg Daily Profit (%) | 0.6632 | 0.7203 | -0.0571 | 0.0062 | 0.136 | 0 |
Buy And Hold Return (%) | 495.1366 | 495.1366 | 495.1366 | 495.1366 | 495.1366 | 495.1366 |
Max Trade Drawdown | -236813 | -120502 | -172728 | -1168360 | -537992 | -1278547 |
Profit Factor | 2.411 | 3.9531 | 0.7472 | 1.0028 | 1.5463 | 0.5427 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 45.9184 | 44.898 | 46.9388 | 45.9184 | 44.898 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.8397 | 4.8516 | 0.8447 | 1.181 | 1.8978 | 0.6135 |
Largest Winning Trade | 896241 | 896241 | 72336 | 911753 | 911753 | 277979 |
Largest Losing Trade | -43584 | -43584 | -34960 | -416947 | -269454 | -416947 |
Avg Bars in Trades | 53 | 60 | 47 | 53 | 60 | 47 |
Avg Bars in Winners | 65 | 81 | 50 | 65 | 81 | 50 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 5289 | 2973 | 2316 | 5289 | 2973 | 2316 |
Profit Streak | 0 | 70.0464 | 0 | 0 | 70.0464 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404744 | 531045 | -581872 | -569118 | -15417 | -581872 |
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{ "first_band": { "type": "ssf", "factors": { "length": 52, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 52, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 93, "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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