Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829646.2924 | 780240.7072 | 49405.5852 | 53877.7119 | -49833.5816 | 103711.2935 |
Total P&L (%) | 829.6463 | 780.2407 | 49.4056 | 53.8777 | -49.8336 | 103.7113 |
Avg Daily Profit (%) | 0.3574 | 0.3361 | 0.0213 | 0.0186 | -0.0297 | 0.0307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178540 | -132372 | -253916 | -941621 | -785761 | -355360 |
Profit Factor | 1.4701 | 1.8511 | 1.0582 | 1.015 | 0.9762 | 1.0692 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 136 | 56 | 80 | 136 | 56 | 80 |
Losing Trades | 232 | 128 | 104 | 232 | 128 | 104 |
Profitability (%) | 36.9565 | 30.4348 | 43.4783 | 36.9565 | 30.4348 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.5078 | 4.2311 | 1.3757 | 1.7315 | 2.2313 | 1.3899 |
Largest Winning Trade | 515035 | 515035 | 57033 | 565109 | 565109 | 142589 |
Largest Losing Trade | -27182 | -25600 | -27182 | -157317 | -157317 | -99684 |
Avg Bars in Trades | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Winners | 43 | 45 | 42 | 43 | 45 | 42 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 9244 | 4323 | 4921 | 9244 | 4323 | 4921 |
Profit Streak | 0 | 0 | 19.7771 | 0 | 0 | 19.7771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314869 | 208474 | -323566 | -374905 | -584923 | -297655 |
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{ "first_band": { "type": "wma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 24, "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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