Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748246.5072 | 497798.1233 | 250448.384 | 6961569.489 | 1589272.1127 | 5372297.3763 |
Total P&L (%) | 748.2465 | 497.7981 | 250.4484 | 6961.5695 | 1589.2721 | 5372.2974 |
Avg Daily Profit (%) | 0.3934 | 0.2617 | 0.1317 | 0.2241 | 0.1487 | 0.2106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89261 | -112877 | -97791 | -3881544 | -4172923 | -1240062 |
Profit Factor | 2.0914 | 2.3968 | 1.7608 | 1.4 | 1.1522 | 1.7718 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 40.5405 | 36.4865 | 44.5946 | 40.5405 | 36.4865 | 44.5946 |
Ratio Avg Win / Avg Loss | 3.0674 | 4.1721 | 2.1877 | 2.0534 | 2.0057 | 2.2013 |
Largest Winning Trade | 152788 | 152788 | 55123 | 3565248 | 3565248 | 2742195 |
Largest Losing Trade | -26361 | -18481 | -26361 | -1600968 | -1600968 | -1240062 |
Avg Bars in Trades | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Winners | 90 | 84 | 94 | 90 | 84 | 94 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 7498 | 3328 | 4170 | 7498 | 3328 | 4170 |
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 | 373689 | -56998 | -80459 | 243458 | -115775 | -55071 |
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{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 21, "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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