Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284835.2993 | 206268.7289 | 78566.5704 | -504239.6345 | 32322.065 | -536561.6995 |
Total P&L (%) | 284.8353 | 206.2687 | 78.5666 | -504.2396 | 32.3221 | -536.5617 |
Avg Daily Profit (%) | 0.1799 | 0.1303 | 0.0496 | 0 | 0.0177 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197699 | -87754 | -184635 | -3026796 | -1595573 | -2339119 |
Profit Factor | 1.3318 | 1.5125 | 1.1723 | 0.9404 | 1.0084 | 0.8837 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 98 | 48 | 50 | 76 | 39 | 37 |
Losing Trades | 51 | 26 | 25 | 73 | 35 | 38 |
Profitability (%) | 65.7718 | 64.8649 | 66.6667 | 51.0067 | 52.7027 | 49.3333 |
Ratio Avg Win / Avg Loss | 0.6931 | 0.8193 | 0.5862 | 0.9033 | 0.905 | 0.9076 |
Largest Winning Trade | 44662 | 44662 | 38885 | 659515 | 530735 | 659515 |
Largest Losing Trade | -153105 | -44844 | -153105 | -2166185 | -490063 | -2166185 |
Avg Bars in Trades | 125 | 135 | 115 | 125 | 135 | 115 |
Avg Bars in Winners | 82 | 78 | 86 | 148 | 163 | 132 |
Avg Bars in Losers | 207 | 240 | 173 | 101 | 103 | 98 |
Bars Traded | 18661 | 10004 | 8657 | 18661 | 10004 | 8657 |
Profit Streak | 9.4918 | 47.6585 | 9.4918 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345922 | -80645 | -213140 | -580253 | -449182 | -637995 |
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{ "first_band": { "type": "jma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 109, "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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