Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794281.9982 | 629882.2589 | 164399.7393 | 690482.3317 | 1173507.8148 | -483025.483 |
Total P&L (%) | 794.282 | 629.8823 | 164.3997 | 690.4823 | 1173.5078 | -483.0255 |
Avg Daily Profit (%) | 0.5379 | 0.4265 | 0.1113 | 0.1401 | 0.1724 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158639 | -102643 | -67645 | -3327640 | -1908050 | -1669247 |
Profit Factor | 2.0289 | 2.4608 | 1.4824 | 1.0918 | 1.2835 | 0.857 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 42 | 14 | 28 | 42 | 14 | 28 |
Losing Trades | 72 | 43 | 29 | 72 | 43 | 29 |
Profitability (%) | 36.8421 | 24.5614 | 49.1228 | 36.8421 | 24.5614 | 49.1228 |
Ratio Avg Win / Avg Loss | 3.4781 | 7.5583 | 1.5354 | 1.8717 | 3.9421 | 0.8877 |
Largest Winning Trade | 376901 | 376901 | 71320 | 2387263 | 2387263 | 363159 |
Largest Losing Trade | -36156 | -26653 | -36156 | -1094259 | -557615 | -1094259 |
Avg Bars in Trades | 153 | 128 | 178 | 153 | 128 | 178 |
Avg Bars in Winners | 268 | 258 | 274 | 268 | 258 | 274 |
Avg Bars in Losers | 85 | 85 | 85 | 85 | 85 | 85 |
Bars Traded | 17463 | 7299 | 10164 | 17463 | 7299 | 10164 |
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 | 358822 | -197417 | -222459 | -128797 | -203184 | -761174 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 136, "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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