Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349628.595 | 1278716.9726 | 70911.6224 | 5405346.318 | 3942141.2431 | 1463205.0749 |
Total P&L (%) | 1349.6286 | 1278.717 | 70.9116 | 5405.3463 | 3942.1412 | 1463.2051 |
Avg Daily Profit (%) | 0.7407 | 0.7018 | 0.0389 | 0.2202 | 0.2032 | 0.151 |
Buy And Hold Return (%) | 717.2329 | 717.2329 | 717.2329 | 717.2329 | 717.2329 | 717.2329 |
Max Trade Drawdown | -129292 | -66113 | -70476 | -3935957 | -2056195 | -2539383 |
Profit Factor | 3.7544 | 6.5583 | 1.2728 | 1.4845 | 1.767 | 1.2432 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 41.3333 | 40.5405 | 42.1053 | 41.3333 | 40.5405 | 42.1053 |
Ratio Avg Win / Avg Loss | 5.3289 | 9.6188 | 1.7501 | 2.107 | 2.5916 | 1.7093 |
Largest Winning Trade | 646613 | 646613 | 77655 | 2801002 | 2801002 | 2670777 |
Largest Losing Trade | -30579 | -24701 | -30579 | -1403121 | -1403121 | -883946 |
Avg Bars in Trades | 140 | 129 | 151 | 140 | 129 | 151 |
Avg Bars in Winners | 248 | 223 | 271 | 248 | 223 | 271 |
Avg Bars in Losers | 64 | 65 | 64 | 64 | 65 | 64 |
Bars Traded | 10551 | 4790 | 5761 | 10551 | 4790 | 5761 |
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 | -52784 | 318411 | -308724 | -54115 | 242649 | -1212 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 61, "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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