Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750025.816 | 623762.7282 | 126263.0878 | 1742726.2874 | 248918.631 | 1493807.6564 |
Total P&L (%) | 750.0258 | 623.7627 | 126.2631 | 1742.7263 | 248.9186 | 1493.8077 |
Avg Daily Profit (%) | 0.4026 | 0.3348 | 0.0678 | 0.1565 | 0.0671 | 0.1487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80211 | -54937 | -73404 | -1681144 | -1255388 | -905439 |
Profit Factor | 2.6317 | 3.4409 | 1.6186 | 1.2821 | 1.0687 | 1.5844 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 38.2716 | 32.5 | 43.9024 | 38.2716 | 32.5 | 43.9024 |
Ratio Avg Win / Avg Loss | 4.2447 | 7.1465 | 2.0682 | 2.0679 | 2.2197 | 2.0245 |
Largest Winning Trade | 460359 | 460359 | 60576 | 988734 | 988734 | 668077 |
Largest Losing Trade | -31044 | -19003 | -31044 | -387047 | -387047 | -334719 |
Avg Bars in Trades | 134 | 117 | 150 | 134 | 117 | 150 |
Avg Bars in Winners | 255 | 244 | 264 | 255 | 244 | 264 |
Avg Bars in Losers | 58 | 56 | 62 | 58 | 56 | 62 |
Bars Traded | 10879 | 4691 | 6188 | 10879 | 4691 | 6188 |
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 | -6049 | 323777 | -101704 | -12086 | -253906 | 235003 |
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{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 93, "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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