Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685119.3725 | 688627.7289 | -3508.3564 | 301857.0279 | 304875.117 | -3018.0891 |
Total P&L (%) | 685.1194 | 688.6277 | -3.5084 | 301.857 | 304.8751 | -3.0181 |
Avg Daily Profit (%) | 0.3772 | 0.3791 | -0.0019 | 0.0766 | 0.077 | -0.0017 |
Buy And Hold Return (%) | 225.0609 | 225.0609 | 225.0609 | 225.0609 | 225.0609 | 225.0609 |
Max Trade Drawdown | -128194 | -85226 | -69949 | -803814 | -660464 | -236385 |
Profit Factor | 2.1588 | 3.2357 | 0.9876 | 1.1576 | 1.2716 | 0.9962 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 40.5797 | 42.8571 | 38.2353 | 40.5797 | 42.8571 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.1611 | 4.3143 | 1.5954 | 1.695 | 1.6954 | 1.6092 |
Largest Winning Trade | 289916 | 289916 | 71414 | 522646 | 522646 | 174170 |
Largest Losing Trade | -47317 | -41361 | -47317 | -245279 | -245279 | -116390 |
Avg Bars in Trades | 155 | 140 | 170 | 155 | 140 | 170 |
Avg Bars in Winners | 244 | 219 | 274 | 244 | 219 | 274 |
Avg Bars in Losers | 94 | 82 | 105 | 94 | 82 | 105 |
Bars Traded | 10726 | 4934 | 5792 | 10726 | 4934 | 5792 |
Profit Streak | 25.0375 | 40.5375 | 0 | 25.0375 | 40.5375 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98810 | 392246 | -582592 | -305746 | -146337 | -582592 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 165, "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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