Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118694.6571 | 972976.006 | 145718.6511 | 645415.3525 | 2696275.721 | -2050860.3685 |
Total P&L (%) | 1118.6947 | 972.976 | 145.7187 | 645.4154 | 2696.2757 | -2050.8604 |
Avg Daily Profit (%) | 0.4686 | 0.4076 | 0.061 | 0.0842 | 0.1396 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141806 | -114494 | -96124 | -11058234 | -9021385 | -7603540 |
Profit Factor | 2.6884 | 3.4932 | 1.5351 | 1.0251 | 1.1748 | 0.7997 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 50.6173 | 43.9024 | 57.5 | 50.6173 | 43.9024 | 57.5 |
Ratio Avg Win / Avg Loss | 2.6228 | 4.4636 | 1.1346 | 1.0001 | 1.5011 | 0.5911 |
Largest Winning Trade | 749053 | 749053 | 49879 | 7218301 | 7218301 | 2361669 |
Largest Losing Trade | -73644 | -43530 | -73644 | -7258568 | -5138146 | -7258568 |
Avg Bars in Trades | 85 | 84 | 87 | 85 | 84 | 87 |
Avg Bars in Winners | 112 | 119 | 107 | 112 | 119 | 107 |
Avg Bars in Losers | 58 | 56 | 60 | 58 | 56 | 60 |
Bars Traded | 6946 | 3449 | 3497 | 6946 | 3449 | 3497 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -735 | 509691 | -108901 | -289215 | -35710 | -579777 |
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{ "first_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 109, "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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