Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1549657.412 | 1465659.1906 | 83998.2214 | 1101659.9784 | 360771.49 | 740888.4883 |
Total P&L (%) | 1549.6574 | 1465.6592 | 83.9982 | 1101.66 | 360.7715 | 740.8885 |
Avg Daily Profit (%) | 0.8313 | 0.7862 | 0.0451 | 0.1335 | 0.082 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187366 | -143023 | -72844 | -2233387 | -1618813 | -918044 |
Profit Factor | 3.7575 | 5.9423 | 1.3165 | 1.2022 | 1.1297 | 1.2779 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 34.1176 | 25.5814 | 42.8571 | 34.1176 | 25.5814 | 42.8571 |
Ratio Avg Win / Avg Loss | 7.2558 | 17.2867 | 1.7553 | 2.3215 | 3.2863 | 1.7039 |
Largest Winning Trade | 1347592 | 1347592 | 62326 | 978434 | 924532 | 978434 |
Largest Losing Trade | -29946 | -22272 | -29946 | -517042 | -517042 | -392576 |
Avg Bars in Trades | 127 | 111 | 144 | 127 | 111 | 144 |
Avg Bars in Winners | 258 | 262 | 256 | 258 | 262 | 256 |
Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
Bars Traded | 10863 | 4798 | 6065 | 10863 | 4798 | 6065 |
Profit Streak | 0 | 0 | 21.976 | 0 | 0 | 21.976 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508591 | -5667 | -133617 | -19793 | -187478 | -41132 |
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{ "first_band": { "type": "wma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 82, "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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