Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000562.8643 | 922383.3739 | 78179.4904 | 4333550.9556 | 13471958.7124 | -9138407.7568 |
Total P&L (%) | 1000.5629 | 922.3834 | 78.1795 | 4333.551 | 13471.9587 | -9138.4078 |
Avg Daily Profit (%) | 0.4216 | 0.3886 | 0.0329 | 0.1599 | 0.2071 | 0 |
Buy And Hold Return (%) | 668.2659 | 668.2659 | 668.2659 | 668.2659 | 668.2659 | 668.2659 |
Max Trade Drawdown | -333281 | -232948 | -174736 | -27403321 | -17786808 | -13284526 |
Profit Factor | 2.0765 | 2.9694 | 1.1696 | 1.0935 | 1.5267 | 0.5603 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 48.0226 | 46.0674 | 50 | 48.0226 | 46.0674 | 50 |
Ratio Avg Win / Avg Loss | 2.2476 | 3.4763 | 1.1696 | 1.1835 | 1.7874 | 0.5603 |
Largest Winning Trade | 269383 | 269383 | 64729 | 19279976 | 19279976 | 1287324 |
Largest Losing Trade | -40313 | -32292 | -40313 | -5222135 | -4593166 | -5222135 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 4646 | 2247 | 2399 | 4646 | 2247 | 2399 |
Profit Streak | 0 | 0 | 37.9554 | 0 | 0 | 37.9554 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 116573 | -33720 | -348165 | -109918 | 328004 | -580273 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 32, "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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