Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250580.769 | 269059.488 | -18478.7191 | -19977.1114 | 64659.7243 | -84636.8357 |
Total P&L (%) | 250.5808 | 269.0595 | -18.4787 | -19.9771 | 64.6597 | -84.6368 |
Avg Daily Profit (%) | 0.1774 | 0.1905 | -0.0131 | -0.0158 | 0.0353 | -0.1325 |
Buy And Hold Return (%) | 69.6122 | 69.6122 | 69.6122 | 69.6122 | 69.6122 | 69.6122 |
Max Trade Drawdown | -221164 | -64940 | -255688 | -1734524 | -903124 | -1940445 |
Profit Factor | 1.5276 | 3.207 | 0.9477 | 0.9937 | 1.0593 | 0.9595 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 44 | 23 | 21 | 32 | 16 | 16 |
Losing Trades | 20 | 9 | 11 | 32 | 16 | 16 |
Profitability (%) | 68.75 | 71.875 | 65.625 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.6944 | 1.2549 | 0.4964 | 0.9937 | 1.0593 | 0.9595 |
Largest Winning Trade | 63725 | 63725 | 40752 | 404432 | 216991 | 404432 |
Largest Losing Trade | -133355 | -30367 | -133355 | -1637858 | -313954 | -1637858 |
Avg Bars in Trades | 39 | 32 | 46 | 39 | 32 | 46 |
Avg Bars in Winners | 36 | 29 | 43 | 39 | 30 | 48 |
Avg Bars in Losers | 46 | 41 | 51 | 39 | 34 | 43 |
Bars Traded | 2525 | 1042 | 1483 | 2525 | 1042 | 1483 |
Profit Streak | 570.1145 | 788.6145 | 570.1145 | 611.1145 | 611.1145 | 613.1145 |
Trades During Streak | 4 | 7 | 2 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135060 | 518798 | -577826 | -722911 | -465878 | -579477 |
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{ "first_band": { "type": "tema", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 105, "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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