Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1999668.6481 | 1929782.2357 | 69886.4124 | 3172132.2847 | 1152061.603 | 2020070.6817 |
Total P&L (%) | 1999.6686 | 1929.7822 | 69.8864 | 3172.1323 | 1152.0616 | 2020.0707 |
Avg Daily Profit (%) | 1.0709 | 1.0335 | 0.0374 | 0.187 | 0.1354 | 0.1637 |
Buy And Hold Return (%) | 527.044 | 527.044 | 527.044 | 527.044 | 527.044 | 527.044 |
Max Trade Drawdown | -150542 | -142412 | -66898 | -4344962 | -3947245 | -2206833 |
Profit Factor | 4.2146 | 6.2455 | 1.275 | 1.2621 | 1.1517 | 1.4483 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 39.3258 | 33.3333 | 45.4545 | 39.3258 | 33.3333 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.5025 | 12.4909 | 1.53 | 1.9473 | 2.3033 | 1.738 |
Largest Winning Trade | 1387772 | 1387772 | 53852 | 3101871 | 3101871 | 1387664 |
Largest Losing Trade | -32133 | -32133 | -23902 | -1118961 | -1118961 | -1041880 |
Avg Bars in Trades | 82 | 74 | 89 | 82 | 74 | 89 |
Avg Bars in Winners | 135 | 130 | 139 | 135 | 130 | 139 |
Avg Bars in Losers | 47 | 46 | 48 | 47 | 46 | 48 |
Bars Traded | 7311 | 3364 | 3947 | 7311 | 3364 | 3947 |
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 | 514849 | 466501 | -309348 | 155597 | -76454 | 206953 |
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{ "first_band": { "type": "pwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 65, "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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