Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659419.4129 | 390724.0932 | 268695.3197 | 2509705.2287 | -1022549.5953 | 3532254.824 |
Total P&L (%) | 659.4194 | 390.7241 | 268.6953 | 2509.7052 | -1022.5496 | 3532.2548 |
Avg Daily Profit (%) | 0.3644 | 0.2159 | 0.1485 | 0.1804 | 0 | 0.1987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80650 | -90476 | -44511 | -2439246 | -2573385 | -1160246 |
Profit Factor | 2.2245 | 2.117 | 2.4237 | 1.1903 | 0.8782 | 1.7367 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 43 | 14 | 29 | 43 | 14 | 29 |
Losing Trades | 72 | 44 | 28 | 72 | 44 | 28 |
Profitability (%) | 37.3913 | 24.1379 | 50.8772 | 37.3913 | 24.1379 | 50.8772 |
Ratio Avg Win / Avg Loss | 3.7247 | 6.6533 | 2.3401 | 1.9931 | 2.7599 | 1.6768 |
Largest Winning Trade | 297853 | 297853 | 73333 | 1924029 | 1924029 | 1229509 |
Largest Losing Trade | -19790 | -14670 | -19790 | -689923 | -527519 | -689923 |
Avg Bars in Trades | 91 | 72 | 111 | 91 | 72 | 111 |
Avg Bars in Winners | 162 | 162 | 162 | 162 | 162 | 162 |
Avg Bars in Losers | 49 | 43 | 59 | 49 | 43 | 59 |
Bars Traded | 10573 | 4194 | 6379 | 10573 | 4194 | 6379 |
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 | 326825 | -202164 | -170141 | -6789 | -791947 | -168622 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 51, "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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