Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239205.2804 | 103473.5259 | 135731.7544 | 428294.5234 | 168822.392 | 259472.1314 |
Total P&L (%) | 239.2053 | 103.4735 | 135.7318 | 428.2945 | 168.8224 | 259.4721 |
Avg Daily Profit (%) | 0.4593 | 0.1987 | 0.2606 | 0.3201 | 0.19 | 0.246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54414 | -52883 | -53155 | -134704 | -126833 | -84705 |
Profit Factor | 1.4001 | 1.3456 | 1.4549 | 1.3362 | 1.2637 | 1.4094 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 165 | 84 | 81 | 165 | 84 | 81 |
Profitability (%) | 38.6617 | 37.3134 | 40 | 38.6617 | 37.3134 | 40 |
Ratio Avg Win / Avg Loss | 2.2214 | 2.2605 | 2.1824 | 2.1199 | 2.123 | 2.1141 |
Largest Winning Trade | 43793 | 43793 | 27419 | 80942 | 80942 | 65767 |
Largest Losing Trade | -17160 | -14374 | -17160 | -41340 | -37403 | -41340 |
Avg Bars in Trades | 90 | 97 | 83 | 90 | 97 | 83 |
Avg Bars in Winners | 147 | 155 | 139 | 147 | 155 | 139 |
Avg Bars in Losers | 54 | 63 | 46 | 54 | 63 | 46 |
Bars Traded | 24365 | 13076 | 11289 | 24365 | 13076 | 11289 |
Profit Streak | 4.7102 | 0 | 4.731 | 4.7102 | 0 | 4.731 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306628 | 121744 | 219265 | 249733 | 101082 | 204748 |
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{ "first_band": { "type": "zlma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 46, "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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