Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563147.3605 | 611021.2868 | -47873.9263 | -38002.1929 | 173379.4821 | -211381.675 |
Total P&L (%) | 563.1474 | 611.0213 | -47.8739 | -38.0022 | 173.3795 | -211.3817 |
Avg Daily Profit (%) | 0.3041 | 0.33 | -0.0259 | -0.0258 | 0.0543 | 0 |
Buy And Hold Return (%) | 73.4627 | 73.4627 | 73.4627 | 73.4627 | 73.4627 | 73.4627 |
Max Trade Drawdown | -209516 | -126124 | -161953 | -279065 | -149349 | -222749 |
Profit Factor | 1.5711 | 2.3244 | 0.9088 | 0.969 | 1.3099 | 0.6836 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 56.9892 | 56.9892 | 56.9892 | 56.9892 | 56.9892 | 56.9892 |
Ratio Avg Win / Avg Loss | 1.1857 | 1.7543 | 0.6859 | 0.7314 | 0.9886 | 0.5159 |
Largest Winning Trade | 555079 | 555079 | 35578 | 195654 | 195654 | 44855 |
Largest Losing Trade | -70451 | -36092 | -70451 | -67121 | -64118 | -67121 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 29 | 33 | 26 | 29 | 33 | 26 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 5417 | 2837 | 2580 | 5417 | 2837 | 2580 |
Profit Streak | 0 | 0 | 46.3297 | 0 | 0 | 46.3297 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461727 | 510304 | -579342 | -578620 | -125780 | -579342 |
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{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 56, "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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