Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430035.3603 | 418504.5433 | 11530.8169 | -46102.7142 | -40224.8363 | -5877.8779 |
Total P&L (%) | 430.0354 | 418.5045 | 11.5308 | -46.1027 | -40.2248 | -5.8779 |
Avg Daily Profit (%) | 0.1866 | 0.1816 | 0.005 | -0.0268 | -0.0223 | -0.0026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146000 | -145718 | -97047 | -178567 | -114154 | -88858 |
Profit Factor | 1.6197 | 2.1148 | 1.0362 | 0.9151 | 0.8768 | 0.9729 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.8462 | 51.5152 | 56.25 | 53.8462 | 51.5152 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3883 | 1.9904 | 0.8059 | 0.7844 | 0.8252 | 0.7567 |
Largest Winning Trade | 256805 | 256805 | 43498 | 133718 | 133718 | 42981 |
Largest Losing Trade | -56226 | -50067 | -56226 | -88858 | -76932 | -88858 |
Avg Bars in Trades | 68 | 81 | 55 | 68 | 81 | 55 |
Avg Bars in Winners | 70 | 83 | 57 | 70 | 83 | 57 |
Avg Bars in Losers | 66 | 79 | 51 | 66 | 79 | 51 |
Bars Traded | 4461 | 2700 | 1761 | 4461 | 2700 | 1761 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126039 | 419656 | -485877 | -716279 | -580606 | -580000 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 135, "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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