Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1625326.245 | -157242.111 | -1468084.134 | -19487.7958 | -2822997.2891 | 2803509.4933 |
Total P&L (%) | -1625.3262 | -157.2421 | -1468.0841 | -19.4878 | -2822.9973 | 2803.5095 |
Avg Daily Profit (%) | -0.8664 | -0.0838 | -0.7826 | -0.0116 | 0 | 0.1797 |
Buy And Hold Return (%) | 287.0631 | 287.0631 | 287.0631 | 287.0631 | 287.0631 | 287.0631 |
Max Trade Drawdown | -1693329 | -199515 | -1494942 | -4040523 | -3581887 | -1830129 |
Profit Factor | 0.1706 | 0.4573 | 0.1208 | 0.9973 | 0.341 | 1.934 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 64.1791 | 51.5152 | 76.4706 | 64.1791 | 51.5152 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.0952 | 0.4304 | 0.0372 | 0.5566 | 0.3209 | 0.5951 |
Largest Winning Trade | 24577 | 19910 | 24577 | 3485986 | 510011 | 3485986 |
Largest Losing Trade | -1130147 | -59949 | -1130147 | -2457976 | -2457976 | -1589017 |
Avg Bars in Trades | 53 | 61 | 44 | 53 | 61 | 44 |
Avg Bars in Winners | 19 | 16 | 20 | 27 | 26 | 27 |
Avg Bars in Losers | 114 | 110 | 122 | 99 | 99 | 99 |
Bars Traded | 3562 | 2043 | 1519 | 3562 | 2043 | 1519 |
Profit Streak | 78.597 | 78.597 | 122.597 | 78.597 | 78.597 | 122.597 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698475 | -579642 | -576012 | -698475 | -579642 | 486909 |
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{ "first_band": { "type": "jma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 105, "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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