Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711781.9213 | 618507.4175 | 93274.5038 | 514253.1768 | 531420.3194 | -17167.1426 |
Total P&L (%) | 711.7819 | 618.5074 | 93.2745 | 514.2532 | 531.4203 | -17.1671 |
Avg Daily Profit (%) | 0.4465 | 0.388 | 0.0585 | 0.1139 | 0.1157 | -0.0118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78491 | -87058 | -56549 | -536229 | -568702 | -418311 |
Profit Factor | 2.1973 | 2.8895 | 1.3492 | 1.1669 | 1.3187 | 0.9879 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 38.3838 | 32 | 44.898 | 38.3838 | 32 | 44.898 |
Ratio Avg Win / Avg Loss | 3.5273 | 6.1402 | 1.6558 | 1.8732 | 2.8022 | 1.2124 |
Largest Winning Trade | 406460 | 406460 | 69554 | 763542 | 763542 | 294071 |
Largest Losing Trade | -28666 | -21598 | -28666 | -230878 | -156569 | -230878 |
Avg Bars in Trades | 185 | 157 | 213 | 185 | 157 | 213 |
Avg Bars in Winners | 312 | 294 | 326 | 312 | 294 | 326 |
Avg Bars in Losers | 106 | 93 | 122 | 106 | 93 | 122 |
Bars Traded | 18368 | 7888 | 10480 | 18368 | 7888 | 10480 |
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 | 362597 | -171893 | -115177 | -80558 | -223902 | -580999 |
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{ "first_band": { "type": "wma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 148, "offset": 0 } } }
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# | 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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