Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502156.9094 | 434129.8248 | 68027.0846 | 546132.4589 | 477036.5812 | 69095.8777 |
Total P&L (%) | 502.1569 | 434.1298 | 68.0271 | 546.1325 | 477.0366 | 69.0959 |
Avg Daily Profit (%) | 0.3556 | 0.3075 | 0.0482 | 0.1322 | 0.1242 | 0.0372 |
Buy And Hold Return (%) | 75.2433 | 75.2433 | 75.2433 | 75.2433 | 75.2433 | 75.2433 |
Max Trade Drawdown | -167233 | -100507 | -119256 | -273626 | -77063 | -272612 |
Profit Factor | 2.1015 | 2.8376 | 1.3098 | 1.9518 | 3.5197 | 1.1797 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.1015 | 2.8376 | 1.3098 | 1.9518 | 3.5197 | 1.1797 |
Largest Winning Trade | 179551 | 179551 | 51282 | 218569 | 218569 | 155466 |
Largest Losing Trade | -63179 | -46309 | -63179 | -193148 | -27676 | -193148 |
Avg Bars in Trades | 56 | 63 | 48 | 56 | 63 | 48 |
Avg Bars in Winners | 70 | 75 | 66 | 70 | 75 | 66 |
Avg Bars in Losers | 41 | 52 | 31 | 41 | 52 | 31 |
Bars Traded | 4050 | 2291 | 1759 | 4050 | 2291 | 1759 |
Profit Streak | 485.893 | 0 | 508.893 | 485.893 | 0 | 508.893 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70046 | 472813 | -293621 | -95570 | -20928 | -331213 |
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{ "first_band": { "type": "dema", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 78, "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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