Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137262.1793 | 77209.6678 | 60052.5115 | 209244.0285 | 112458.9437 | 96785.0848 |
Total P&L (%) | 137.2622 | 77.2097 | 60.0525 | 209.244 | 112.4589 | 96.7851 |
Avg Daily Profit (%) | 0.9881 | 0.5558 | 0.4323 | 0.816 | 0.544 | 0.4885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50749 | -34523 | -35062 | -50473 | -35651 | -34414 |
Profit Factor | 1.5504 | 1.6932 | 1.4352 | 1.7866 | 1.9455 | 1.6581 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 60.1036 | 58.7629 | 61.4583 | 60.1036 | 58.7629 | 61.4583 |
Ratio Avg Win / Avg Loss | 1.0291 | 1.1882 | 0.9 | 1.1859 | 1.3653 | 1.0398 |
Largest Winning Trade | 14042 | 14042 | 13503 | 22268 | 19911 | 22268 |
Largest Losing Trade | -23475 | -23475 | -19600 | -26973 | -26973 | -19982 |
Avg Bars in Trades | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Winners | 60 | 66 | 55 | 60 | 66 | 55 |
Avg Bars in Losers | 75 | 67 | 83 | 75 | 67 | 83 |
Bars Traded | 12863 | 6486 | 6378 | 12863 | 6486 | 6378 |
Profit Streak | 141.6306 | 141.6306 | 152.0994 | 141.6306 | 141.6306 | 152.0994 |
Trades During Streak | 4 | 2 | 9 | 4 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592144 | 460074 | 328528 | 610643 | 473958 | 469996 |
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{ "first_band": { "type": "ema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 37, "offset": 147 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 37, "offset": 147 } } }
# | 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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