Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489039.3649 | 385732.4722 | 103306.8928 | 274062.1659 | 500674.2029 | -226612.037 |
Total P&L (%) | 489.0394 | 385.7325 | 103.3069 | 274.0622 | 500.6742 | -226.612 |
Avg Daily Profit (%) | 0.2123 | 0.1675 | 0.0449 | 0.0573 | 0.0779 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128663 | -97033 | -112132 | -713429 | -400542 | -583001 |
Profit Factor | 1.8499 | 2.3139 | 1.3666 | 1.1192 | 1.4548 | 0.8109 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 47.1429 | 40 | 54.2857 | 47.1429 | 40 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.0741 | 3.4709 | 1.1508 | 1.2549 | 2.1821 | 0.6829 |
Largest Winning Trade | 190205 | 190205 | 63552 | 477305 | 477305 | 178146 |
Largest Losing Trade | -48862 | -36278 | -48862 | -295368 | -273046 | -295368 |
Avg Bars in Trades | 95 | 80 | 111 | 95 | 80 | 111 |
Avg Bars in Winners | 138 | 105 | 162 | 138 | 105 | 162 |
Avg Bars in Losers | 57 | 63 | 50 | 57 | 63 | 50 |
Bars Traded | 6711 | 2817 | 3894 | 6711 | 2817 | 3894 |
Profit Streak | 91.2183 | 132.2183 | 91.2183 | 91.2183 | 132.2183 | 91.2183 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87291 | 317174 | -131400 | -304348 | -89347 | -579673 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 104, "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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