Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234968.5089 | 1116386.3097 | 118582.1992 | 172652211.3048 | 170331040.994 | 2321170.3108 |
Total P&L (%) | 1234.9685 | 1116.3863 | 118.5822 | 172652.2113 | 170331.041 | 2321.1703 |
Avg Daily Profit (%) | 0.6604 | 0.597 | 0.0634 | 0.3994 | 0.3987 | 0.1706 |
Buy And Hold Return (%) | 12740.0429 | 12740.0429 | 12740.0429 | 12740.0429 | 12740.0429 | 12740.0429 |
Max Trade Drawdown | -48182 | -44467 | -63968 | -53444476 | -31071389 | -75093574 |
Profit Factor | 3.407 | 5.9599 | 1.4118 | 1.5807 | 2.292 | 1.014 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Losing Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Profitability (%) | 55.5556 | 59.2593 | 51.8519 | 55.5556 | 59.2593 | 51.8519 |
Ratio Avg Win / Avg Loss | 2.7256 | 4.0975 | 1.3109 | 1.2646 | 1.5758 | 0.9416 |
Largest Winning Trade | 292278 | 292278 | 57699 | 53818699 | 53818699 | 43806119 |
Largest Losing Trade | -29260 | -25411 | -29260 | -20126852 | -18388744 | -20126852 |
Avg Bars in Trades | 16 | 17 | 14 | 16 | 17 | 14 |
Avg Bars in Winners | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 3481 | 1878 | 1603 | 3481 | 1878 | 1603 |
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 | -145160 | -144636 | -273015 | 492129 | 551203 | -364503 |
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{ "first_band": { "type": "zlma", "factors": { "length": 3, "offset": 52 } }, "second_band": { "type": "dema", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 3, "offset": 52 } }, "second_band": { "type": "dema", "factors": { "length": 239, "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) |
---|