Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197843.2001 | 88740.6931 | 109102.5071 | 386951.5371 | 198715.0349 | 188236.5021 |
Total P&L (%) | 197.8432 | 88.7407 | 109.1025 | 386.9515 | 198.715 | 188.2365 |
Avg Daily Profit (%) | 0.7597 | 0.3408 | 0.4189 | 0.6097 | 0.4211 | 0.4073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43969 | -31707 | -38151 | -168672 | -130961 | -125819 |
Profit Factor | 1.421 | 1.3878 | 1.4526 | 1.2595 | 1.2674 | 1.2516 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 142 | 75 | 67 | 142 | 75 | 67 |
Losing Trades | 226 | 109 | 117 | 226 | 109 | 117 |
Profitability (%) | 38.587 | 40.7609 | 36.413 | 38.587 | 40.7609 | 36.413 |
Ratio Avg Win / Avg Loss | 2.2617 | 2.017 | 2.5366 | 2.0045 | 1.842 | 2.1857 |
Largest Winning Trade | 30757 | 22851 | 30757 | 80565 | 69276 | 80565 |
Largest Losing Trade | -11126 | -6235 | -11126 | -44493 | -30135 | -44493 |
Avg Bars in Trades | 66 | 69 | 63 | 66 | 69 | 63 |
Avg Bars in Winners | 117 | 115 | 118 | 117 | 115 | 118 |
Avg Bars in Losers | 34 | 37 | 32 | 34 | 37 | 32 |
Bars Traded | 24494 | 12738 | 11756 | 24494 | 12738 | 11756 |
Profit Streak | 3.162 | 0 | 7.5682 | 3.162 | 0 | 7.5682 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339628 | 215108 | 248797 | 257935 | 213341 | 201011 |
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{ "first_band": { "type": "tema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 35, "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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