Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113197.8037 | 56850.1406 | 56347.663 | 173584.4873 | 71970.62 | 101613.8672 |
Total P&L (%) | 113.1978 | 56.8501 | 56.3477 | 173.5845 | 71.9706 | 101.6139 |
Avg Daily Profit (%) | 0.2466 | 0.1238 | 0.1227 | 0.2195 | 0.1182 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25681 | -12657 | -22687 | -51561 | -38161 | -46788 |
Profit Factor | 2.0439 | 2.3805 | 1.8378 | 1.9283 | 1.9626 | 1.9055 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 69.1589 | 69.8113 | 68.5185 | 69.1589 | 69.8113 | 68.5185 |
Ratio Avg Win / Avg Loss | 0.9115 | 1.0294 | 0.8444 | 0.8599 | 0.8487 | 0.8755 |
Largest Winning Trade | 14680 | 8860 | 14680 | 38595 | 13208 | 38595 |
Largest Losing Trade | -22687 | -12657 | -22687 | -46788 | -38161 | -46788 |
Avg Bars in Trades | 101 | 99 | 103 | 101 | 99 | 103 |
Avg Bars in Winners | 71 | 70 | 71 | 71 | 70 | 71 |
Avg Bars in Losers | 168 | 164 | 171 | 168 | 164 | 171 |
Bars Traded | 10811 | 5249 | 5562 | 10811 | 5249 | 5562 |
Profit Streak | 602.0762 | 0 | 614.6179 | 602.0762 | 0 | 614.6179 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431664 | -203398 | -206815 | 415296 | -212554 | -169403 |
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{ "first_band": { "type": "jma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 86, "offset": 24 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 86, "offset": 24 } } }
# | 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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