Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322156.341 | 255348.1946 | 66808.1464 | -626588.307 | -247967.9203 | -378620.3867 |
Total P&L (%) | 322.1563 | 255.3482 | 66.8081 | -626.5883 | -247.9679 | -378.6204 |
Avg Daily Profit (%) | 0.3093 | 0.2451 | 0.0641 | 0 | 0 | 0 |
Buy And Hold Return (%) | 20.3097 | 20.3097 | 20.3097 | 20.3097 | 20.3097 | 20.3097 |
Max Trade Drawdown | -124958 | -72217 | -134149 | -674325 | -334960 | -448526 |
Profit Factor | 1.4244 | 1.7668 | 1.1568 | 0.7171 | 0.7735 | 0.6619 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 139 | 69 | 70 | 100 | 52 | 48 |
Losing Trades | 98 | 50 | 48 | 137 | 67 | 70 |
Profitability (%) | 58.6498 | 57.9832 | 59.322 | 42.1941 | 43.6975 | 40.678 |
Ratio Avg Win / Avg Loss | 1.0043 | 1.2803 | 0.7932 | 0.9824 | 0.9966 | 0.9653 |
Largest Winning Trade | 31436 | 31436 | 26923 | 210378 | 210378 | 176756 |
Largest Losing Trade | -124958 | -38752 | -124958 | -160048 | -78715 | -160048 |
Avg Bars in Trades | 104 | 107 | 101 | 104 | 107 | 101 |
Avg Bars in Winners | 93 | 91 | 95 | 115 | 131 | 98 |
Avg Bars in Losers | 119 | 128 | 109 | 95 | 88 | 102 |
Bars Traded | 24681 | 12738 | 11943 | 24681 | 12738 | 11943 |
Profit Streak | 0 | 0 | 17.1268 | 12.9184 | 16.0851 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423380 | 397540 | -157826 | -581963 | -582397 | -584643 |
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{ "first_band": { "type": "ssf", "factors": { "length": 150, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 18, "offset": 221 } } }
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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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