Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2109417.1368 | 2126438.5427 | -17021.4059 | 1304736.2851 | 1428328.9447 | -123592.6596 |
Total P&L (%) | 2109.4171 | 2126.4385 | -17.0214 | 1304.7363 | 1428.3289 | -123.5927 |
Avg Daily Profit (%) | 1.074 | 1.0827 | -0.0087 | 0.1346 | 0.1389 | 0 |
Buy And Hold Return (%) | 1340.3948 | 1340.3948 | 1340.3948 | 1340.3948 | 1340.3948 | 1340.3948 |
Max Trade Drawdown | -101289 | -47009 | -145775 | -1076264 | -527082 | -935282 |
Profit Factor | 4.3989 | 8.1988 | 0.9477 | 1.2786 | 1.5963 | 0.946 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 40.2439 | 41.4634 | 39.0244 | 40.2439 | 41.4634 | 39.0244 |
Ratio Avg Win / Avg Loss | 6.5318 | 11.5748 | 1.4807 | 1.8985 | 2.2536 | 1.4781 |
Largest Winning Trade | 1887443 | 1887443 | 59649 | 758791 | 758791 | 402120 |
Largest Losing Trade | -48579 | -30972 | -48579 | -434852 | -434852 | -332109 |
Avg Bars in Trades | 69 | 65 | 73 | 69 | 65 | 73 |
Avg Bars in Winners | 118 | 113 | 123 | 118 | 113 | 123 |
Avg Bars in Losers | 36 | 31 | 41 | 36 | 31 | 41 |
Bars Traded | 5696 | 2670 | 3027 | 5696 | 2670 | 3027 |
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 | -1544 | 324344 | -583343 | -190162 | -152791 | -583343 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 40, "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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