Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -488638.9894 | -1956.6181 | -486682.3713 | -111199.797 | 4193088.2979 | -4304288.0949 |
Total P&L (%) | -488.639 | -1.9566 | -486.6824 | -111.1998 | 4193.0883 | -4304.2881 |
Avg Daily Profit (%) | -0.1951 | -0.0008 | -0.1944 | 0 | 0.1503 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -891498 | -276428 | -636439 | -5583759 | -293816 | -6193275 |
Profit Factor | 0.6213 | 0.9955 | 0.428 | 0.9862 | 5.5167 | 0.3945 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 18 | 22 | 58 | 34 | 24 |
Losing Trades | 56 | 30 | 26 | 38 | 14 | 24 |
Profitability (%) | 41.6667 | 37.5 | 45.8333 | 60.4167 | 70.8333 | 50 |
Ratio Avg Win / Avg Loss | 0.8699 | 1.6592 | 0.5058 | 0.6461 | 2.2716 | 0.3945 |
Largest Winning Trade | 63840 | 63840 | 51895 | 1670320 | 1670320 | 818421 |
Largest Losing Trade | -453180 | -40664 | -453180 | -5270636 | -293816 | -5270636 |
Avg Bars in Trades | 75 | 70 | 80 | 75 | 70 | 80 |
Avg Bars in Winners | 66 | 72 | 61 | 85 | 77 | 97 |
Avg Bars in Losers | 82 | 69 | 96 | 59 | 52 | 63 |
Bars Traded | 7251 | 3382 | 3869 | 7251 | 3382 | 3869 |
Profit Streak | 75.7598 | 75.7598 | 83.7598 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -582390 | -582214 | -581348 | -579171 | 668728 | -580689 |
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{ "first_band": { "type": "jma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 48, "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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