Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236103.8586 | 275933.0667 | -39829.2081 | -87000.4861 | 27313.1692 | -114313.6552 |
Total P&L (%) | 236.1039 | 275.9331 | -39.8292 | -87.0005 | 27.3132 | -114.3137 |
Avg Daily Profit (%) | 0.1491 | 0.1743 | -0.0252 | -0.1288 | 0.0153 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155613 | -111768 | -110329 | -104241 | -43670 | -88001 |
Profit Factor | 1.2032 | 1.4742 | 0.9314 | 0.8461 | 1.1086 | 0.6354 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Profitability (%) | 47.9592 | 48.9796 | 46.9388 | 47.9592 | 48.9796 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.3056 | 1.5357 | 1.0528 | 0.9181 | 1.1548 | 0.7183 |
Largest Winning Trade | 256553 | 256553 | 55193 | 50033 | 50033 | 21529 |
Largest Losing Trade | -52485 | -42431 | -52485 | -50208 | -37116 | -50208 |
Avg Bars in Trades | 31 | 31 | 30 | 31 | 31 | 30 |
Avg Bars in Winners | 36 | 33 | 40 | 36 | 33 | 40 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 6137 | 3117 | 3020 | 6137 | 3117 | 3020 |
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 | 206005 | 322962 | -580594 | -580545 | -277618 | -582261 |
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{ "first_band": { "type": "pwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 172, "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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