Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286158.2095 | 333053.8135 | -46895.604 | -63821.1619 | 45568.0783 | -109389.2402 |
Total P&L (%) | 286.1582 | 333.0538 | -46.8956 | -63.8212 | 45.5681 | -109.3892 |
Avg Daily Profit (%) | 0.1533 | 0.1784 | -0.0251 | -0.0544 | 0.0201 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88925 | -74379 | -142316 | -55977 | -27998 | -74228 |
Profit Factor | 1.4134 | 2.1963 | 0.8867 | 0.7431 | 1.5976 | 0.3647 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 52.5 | 55 | 50 | 52.5 | 55 | 50 |
Ratio Avg Win / Avg Loss | 1.2788 | 1.797 | 0.8867 | 0.6723 | 1.3071 | 0.3647 |
Largest Winning Trade | 210717 | 210717 | 43505 | 43956 | 43956 | 9327 |
Largest Losing Trade | -79567 | -40974 | -79567 | -50741 | -23768 | -50741 |
Avg Bars in Trades | 89 | 94 | 85 | 89 | 94 | 85 |
Avg Bars in Winners | 108 | 109 | 108 | 108 | 109 | 108 |
Avg Bars in Losers | 68 | 75 | 62 | 68 | 75 | 62 |
Bars Traded | 7181 | 3762 | 3419 | 7181 | 3762 | 3419 |
Profit Streak | 114.0885 | 117.0885 | 0 | 114.0885 | 117.0885 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14891 | 462817 | -580749 | -603668 | -164569 | -580749 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 181, "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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