Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626762.7553 | 446013.5663 | 180749.189 | 1439175.9798 | 531064.8199 | 908111.1599 |
Total P&L (%) | 626.7628 | 446.0136 | 180.7492 | 1439.176 | 531.0648 | 908.1112 |
Avg Daily Profit (%) | 0.3295 | 0.2345 | 0.095 | 0.1438 | 0.0969 | 0.1216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123769 | -110566 | -119033 | -870099 | -1350739 | -738936 |
Profit Factor | 2.0758 | 2.3974 | 1.6861 | 1.2793 | 1.1789 | 1.4158 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 38.4615 | 32.6087 | 44.4444 | 38.4615 | 32.6087 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.3213 | 4.9547 | 2.1076 | 2.0469 | 2.4363 | 1.7698 |
Largest Winning Trade | 228012 | 228012 | 51248 | 778076 | 778076 | 546119 |
Largest Losing Trade | -28910 | -24019 | -28910 | -486566 | -486566 | -322254 |
Avg Bars in Trades | 81 | 70 | 92 | 81 | 70 | 92 |
Avg Bars in Winners | 161 | 149 | 170 | 161 | 149 | 170 |
Avg Bars in Losers | 31 | 31 | 30 | 31 | 31 | 30 |
Bars Traded | 7387 | 3226 | 4161 | 7387 | 3226 | 4161 |
Profit Streak | 0 | 0 | 548.4771 | 0 | 0 | 548.4771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318489 | 208562 | -64414 | -3781 | -92523 | -29917 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 18, "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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