Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562516.3145 | 384455.1497 | 178061.1649 | 1260949.1943 | 291306.7402 | 969642.4541 |
Total P&L (%) | 562.5163 | 384.4552 | 178.0612 | 1260.9492 | 291.3067 | 969.6425 |
Avg Daily Profit (%) | 0.2588 | 0.1769 | 0.0819 | 0.1202 | 0.0628 | 0.1091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94429 | -90321 | -57536 | -1445212 | -947560 | -515112 |
Profit Factor | 1.6313 | 1.7729 | 1.4524 | 1.1985 | 1.0784 | 1.3673 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 40.5263 | 34.7368 | 46.3158 | 40.5263 | 34.7368 | 46.3158 |
Ratio Avg Win / Avg Loss | 2.394 | 3.3309 | 1.6835 | 1.7588 | 2.0262 | 1.5848 |
Largest Winning Trade | 104921 | 104921 | 44926 | 922694 | 922694 | 472410 |
Largest Losing Trade | -42490 | -42490 | -31996 | -356803 | -356803 | -192348 |
Avg Bars in Trades | 66 | 73 | 59 | 66 | 73 | 59 |
Avg Bars in Winners | 103 | 118 | 91 | 103 | 118 | 91 |
Avg Bars in Losers | 41 | 49 | 32 | 41 | 49 | 32 |
Bars Traded | 12687 | 6990 | 5697 | 12687 | 6990 | 5697 |
Profit Streak | 22.8639 | 0 | 26.3639 | 22.8639 | 0 | 26.3639 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341529 | 163775 | -82631 | -35373 | -248446 | -46501 |
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{ "first_band": { "type": "zlma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "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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