Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570442.9044 | 490812.1663 | 79630.7381 | 1122.6551 | 332083.1318 | -330960.4767 |
Total P&L (%) | 570.4429 | 490.8122 | 79.6307 | 1.1227 | 332.0831 | -330.9605 |
Avg Daily Profit (%) | 0.2885 | 0.2483 | 0.0403 | 0.0006 | 0.0741 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206888 | -106568 | -204821 | -1404388 | -428914 | -1172062 |
Profit Factor | 1.4767 | 1.8909 | 1.1233 | 1.0003 | 1.1876 | 0.8729 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 56.5445 | 54.7368 | 58.3333 | 56.5445 | 54.7368 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1349 | 1.5636 | 0.8024 | 0.7687 | 0.982 | 0.6235 |
Largest Winning Trade | 251113 | 251113 | 43618 | 390420 | 359446 | 390420 |
Largest Losing Trade | -81937 | -40653 | -81937 | -807469 | -212037 | -807469 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 5857 | 2892 | 2965 | 5857 | 2892 | 2965 |
Profit Streak | 479.6305 | 0 | 579.9638 | 479.6305 | 0 | 579.9638 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446091 | 429717 | -223449 | -577309 | -109637 | -578611 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 55, "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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