Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781584.4214 | 1017694.3986 | -236109.9772 | -163597.0388 | -355641.573 | 192044.5342 |
Total P&L (%) | 781.5844 | 1017.6944 | -236.11 | -163.597 | -355.6416 | 192.0445 |
Avg Daily Profit (%) | 0.3306 | 0.4304 | -0.0999 | 0 | 0 | 0.0453 |
Buy And Hold Return (%) | 453.2869 | 453.2869 | 453.2869 | 453.2869 | 453.2869 | 453.2869 |
Max Trade Drawdown | -260448 | -111884 | -285328 | -1207072 | -1006386 | -450122 |
Profit Factor | 2.031 | 5.4585 | 0.5544 | 0.925 | 0.7026 | 1.1946 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 12 | 15 | 29 | 17 | 12 |
Losing Trades | 32 | 17 | 15 | 30 | 12 | 18 |
Profitability (%) | 45.7627 | 41.3793 | 50 | 49.1525 | 58.6207 | 40 |
Ratio Avg Win / Avg Loss | 2.4071 | 7.7328 | 0.5544 | 0.9569 | 0.496 | 1.7919 |
Largest Winning Trade | 997869 | 997869 | 62712 | 378401 | 221115 | 378401 |
Largest Losing Trade | -190192 | -44888 | -190192 | -883546 | -883546 | -206443 |
Avg Bars in Trades | 76 | 63 | 89 | 76 | 63 | 89 |
Avg Bars in Winners | 113 | 98 | 126 | 40 | 30 | 55 |
Avg Bars in Losers | 45 | 39 | 52 | 111 | 111 | 111 |
Bars Traded | 4531 | 1854 | 2677 | 4531 | 1854 | 2677 |
Profit Streak | 22.017 | 0 | 64.517 | 0 | 247.517 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176312 | 341137 | -580266 | -760607 | -578744 | -307409 |
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{ "first_band": { "type": "zlma", "factors": { "length": 28, "offset": 111 } }, "second_band": { "type": "dema", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 28, "offset": 111 } }, "second_band": { "type": "dema", "factors": { "length": 121, "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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