Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1406193.0051 | 1269707.7823 | 136485.2228 | 18419731.8786 | 25247073.4027 | -6827341.5241 |
Total P&L (%) | 1406.193 | 1269.7078 | 136.4852 | 18419.7319 | 25247.0734 | -6827.3415 |
Avg Daily Profit (%) | 0.6428 | 0.5804 | 0.0624 | 0.239 | 0.2533 | 0 |
Buy And Hold Return (%) | 550.652 | 550.652 | 550.652 | 550.652 | 550.652 | 550.652 |
Max Trade Drawdown | -102508 | -65870 | -42645 | -27428710 | -15120492 | -12758579 |
Profit Factor | 4.7101 | 6.9535 | 1.8235 | 1.4637 | 2.1229 | 0.6039 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 44.0678 | 37.931 | 50 | 44.0678 | 37.931 | 50 |
Ratio Avg Win / Avg Loss | 5.9782 | 11.3784 | 1.8235 | 1.8578 | 3.4738 | 0.6039 |
Largest Winning Trade | 630752 | 630752 | 64431 | 31422866 | 31422866 | 2059376 |
Largest Losing Trade | -28647 | -25203 | -28647 | -11266586 | -7190694 | -11266586 |
Avg Bars in Trades | 144 | 127 | 160 | 144 | 127 | 160 |
Avg Bars in Winners | 204 | 200 | 207 | 204 | 200 | 207 |
Avg Bars in Losers | 96 | 82 | 113 | 96 | 82 | 113 |
Bars Traded | 8507 | 3690 | 4817 | 8507 | 3690 | 4817 |
Profit Streak | 77.9606 | 118.4606 | 77.9606 | 77.9606 | 118.4606 | 77.9606 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164946 | 388181 | -271432 | -170276 | 300481 | -580267 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 93, "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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