Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605620.3197 | 342536.7741 | 263083.5456 | 1698499.7584 | -319082.1628 | 2017581.9212 |
Total P&L (%) | 605.6203 | 342.5368 | 263.0835 | 1698.4998 | -319.0822 | 2017.5819 |
Avg Daily Profit (%) | 0.333 | 0.1884 | 0.1447 | 0.159 | 0 | 0.168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94639 | -78115 | -44417 | -2974914 | -2398909 | -1255659 |
Profit Factor | 1.812 | 1.7904 | 1.842 | 1.1318 | 0.9562 | 1.3604 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 74 | 28 | 46 | 74 | 28 | 46 |
Losing Trades | 106 | 62 | 44 | 106 | 62 | 44 |
Profitability (%) | 41.1111 | 31.1111 | 51.1111 | 41.1111 | 31.1111 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.5956 | 3.9644 | 1.7619 | 1.6212 | 2.1174 | 1.3013 |
Largest Winning Trade | 225740 | 225740 | 53300 | 1518037 | 1518037 | 1145475 |
Largest Losing Trade | -25997 | -16466 | -25997 | -683603 | -635215 | -683603 |
Avg Bars in Trades | 120 | 109 | 130 | 120 | 109 | 130 |
Avg Bars in Winners | 184 | 188 | 181 | 184 | 188 | 181 |
Avg Bars in Losers | 75 | 73 | 77 | 75 | 73 | 77 |
Bars Traded | 21602 | 9853 | 11749 | 21602 | 9853 | 11749 |
Profit Streak | 31.3611 | 44.1111 | 31.3611 | 31.3611 | 44.1111 | 31.3611 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399508 | 137233 | 142644 | -68282 | -585105 | 309179 |
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{ "first_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 100, "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) |
---|