Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668048.7856 | 416060.8081 | 251987.9774 | 1133968.3459 | 137495.0598 | 996473.2861 |
Total P&L (%) | 668.0488 | 416.0608 | 251.988 | 1133.9683 | 137.4951 | 996.4733 |
Avg Daily Profit (%) | 0.3665 | 0.2283 | 0.1382 | 0.138 | 0.0475 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84399 | -86004 | -65522 | -2417808 | -2342325 | -2114297 |
Profit Factor | 1.743 | 1.7916 | 1.6746 | 1.0805 | 1.0189 | 1.1464 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 91 | 37 | 54 | 91 | 37 | 54 |
Losing Trades | 146 | 82 | 64 | 146 | 82 | 64 |
Profitability (%) | 38.3966 | 31.0924 | 45.7627 | 38.3966 | 31.0924 | 45.7627 |
Ratio Avg Win / Avg Loss | 2.7964 | 3.9705 | 1.9847 | 1.7336 | 2.2581 | 1.3587 |
Largest Winning Trade | 372997 | 372997 | 59029 | 1088625 | 1088625 | 607880 |
Largest Losing Trade | -26946 | -20645 | -26946 | -720424 | -569847 | -720424 |
Avg Bars in Trades | 91 | 81 | 101 | 91 | 81 | 101 |
Avg Bars in Winners | 146 | 137 | 151 | 146 | 137 | 151 |
Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
Bars Traded | 21688 | 9671 | 12017 | 21688 | 9671 | 12017 |
Profit Streak | 35.5709 | 48.2376 | 35.5709 | 35.5709 | 48.2376 | 35.5709 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393573 | 183130 | -6651 | -141106 | -334314 | -77922 |
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{ "first_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 105, "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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