Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689435.3166 | 627518.8478 | 61916.4688 | 1629674.1044 | 959986.8486 | 669687.2558 |
Total P&L (%) | 689.4353 | 627.5188 | 61.9165 | 1629.6741 | 959.9868 | 669.6873 |
Avg Daily Profit (%) | 0.2744 | 0.2498 | 0.0246 | 0.1135 | 0.094 | 0.0813 |
Buy And Hold Return (%) | 201.4358 | 201.4358 | 201.4358 | 201.4358 | 201.4358 | 201.4358 |
Max Trade Drawdown | -81647 | -54052 | -74096 | -655447 | -637018 | -332841 |
Profit Factor | 2.8048 | 4.2525 | 1.3275 | 1.6043 | 1.6062 | 1.6017 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 48.3333 | 40 | 56.6667 | 48.3333 | 40 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.9982 | 6.3788 | 1.0151 | 1.715 | 2.4093 | 1.2248 |
Largest Winning Trade | 378164 | 378164 | 43479 | 809039 | 809039 | 532553 |
Largest Losing Trade | -38418 | -33559 | -38418 | -332841 | -329302 | -332841 |
Avg Bars in Trades | 161 | 150 | 172 | 161 | 150 | 172 |
Avg Bars in Winners | 238 | 239 | 238 | 238 | 239 | 238 |
Avg Bars in Losers | 89 | 91 | 86 | 89 | 91 | 86 |
Bars Traded | 9690 | 4524 | 5166 | 9690 | 4524 | 5166 |
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 | -162856 | 315538 | -324654 | -212128 | -69471 | -84117 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 165, "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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