Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140236.9432 | 105426.86 | 34810.0832 | 151192.983 | 196295.091 | -45102.1081 |
Total P&L (%) | 140.2369 | 105.4269 | 34.8101 | 151.193 | 196.2951 | -45.1021 |
Avg Daily Profit (%) | 0.5385 | 0.4048 | 0.1337 | 0.3543 | 0.418 | -0.23 |
Buy And Hold Return (%) | 19.6854 | 19.6854 | 19.6854 | 19.6854 | 19.6854 | 19.6854 |
Max Trade Drawdown | -80369 | -31244 | -65670 | -374893 | -121291 | -296844 |
Profit Factor | 1.5578 | 1.848 | 1.2739 | 1.1467 | 1.3951 | 0.9155 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 41.9643 | 37.5 | 46.4286 | 41.9643 | 37.5 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.1544 | 3.08 | 1.4699 | 1.5859 | 2.3251 | 1.0563 |
Largest Winning Trade | 70677 | 70677 | 27100 | 153486 | 153486 | 53091 |
Largest Losing Trade | -10839 | -10839 | -9477 | -52619 | -47915 | -52619 |
Avg Bars in Trades | 219 | 209 | 230 | 219 | 209 | 230 |
Avg Bars in Winners | 343 | 358 | 331 | 343 | 358 | 331 |
Avg Bars in Losers | 130 | 120 | 143 | 130 | 120 | 143 |
Bars Traded | 24619 | 11721 | 12898 | 24619 | 11721 | 12898 |
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 | 326227 | -174807 | -205929 | -53317 | -175329 | -761951 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 234, "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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