Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2531229.1083 | 85275.9139 | -2616505.0222 | -775693.076 | -23092003.8574 | 22316310.7814 |
Total P&L (%) | -2531.2291 | 85.2759 | -2616.505 | -775.6931 | -23092.0039 | 22316.3108 |
Avg Daily Profit (%) | -1.1218 | 0.0378 | -1.1596 | 0 | 0 | 0.2402 |
Buy And Hold Return (%) | 7459.2564 | 7459.2564 | 7459.2564 | 7459.2564 | 7459.2564 | 7459.2564 |
Max Trade Drawdown | -2723511 | -113752 | -2703304 | -30760456 | -25279323 | -14745694 |
Profit Factor | 0.1935 | 1.3562 | 0.0975 | 0.9867 | 0.2788 | 1.8464 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 21 | 24 | 46 | 22 | 24 |
Losing Trades | 29 | 16 | 13 | 28 | 15 | 13 |
Profitability (%) | 60.8108 | 56.7568 | 64.8649 | 62.1622 | 59.4595 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.1247 | 1.0333 | 0.0528 | 0.6006 | 0.1901 | 1.0002 |
Largest Winning Trade | 66803 | 66803 | 35457 | 32156845 | 2362440 | 32156845 |
Largest Losing Trade | -2058422 | -51035 | -2058422 | -12661554 | -12661554 | -7136190 |
Avg Bars in Trades | 88 | 96 | 80 | 88 | 96 | 80 |
Avg Bars in Winners | 60 | 65 | 56 | 67 | 71 | 64 |
Avg Bars in Losers | 130 | 136 | 123 | 121 | 133 | 108 |
Bars Traded | 6526 | 3565 | 2960 | 6526 | 3565 | 2960 |
Profit Streak | 0 | 0 | 0 | 57.5205 | 57.5205 | 97.5205 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -647876 | -306883 | -578845 | -646721 | -578985 | 365306 |
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{ "first_band": { "type": "jma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "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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