Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1410423.958 | 1337878.8546 | 72545.1034 | 5013923.1063 | 4787446.2512 | 226476.855 |
Total P&L (%) | 1410.424 | 1337.8789 | 72.5451 | 5013.9231 | 4787.4463 | 226.4769 |
Avg Daily Profit (%) | 0.776 | 0.736 | 0.0399 | 0.2167 | 0.2142 | 0.0651 |
Buy And Hold Return (%) | 636.4027 | 636.4027 | 636.4027 | 636.4027 | 636.4027 | 636.4027 |
Max Trade Drawdown | -92189 | -67107 | -50677 | -5467226 | -4179642 | -3160248 |
Profit Factor | 3.7464 | 6.4232 | 1.2718 | 1.2574 | 1.5056 | 1.0226 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 38.1579 | 34.2105 | 42.1053 | 38.1579 | 34.2105 | 42.1053 |
Ratio Avg Win / Avg Loss | 6.0717 | 12.3524 | 1.7488 | 2.0378 | 2.8954 | 1.4061 |
Largest Winning Trade | 733049 | 733049 | 76159 | 5139364 | 5139364 | 2707463 |
Largest Losing Trade | -31204 | -23764 | -31204 | -1854265 | -1542940 | -1854265 |
Avg Bars in Trades | 276 | 256 | 296 | 276 | 256 | 296 |
Avg Bars in Winners | 500 | 455 | 536 | 500 | 455 | 536 |
Avg Bars in Losers | 138 | 152 | 122 | 138 | 152 | 122 |
Bars Traded | 21005 | 9729 | 11275 | 21005 | 9729 | 11275 |
Profit Streak | 0 | 105.9369 | 0 | 0 | 105.9369 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43994 | 351755 | -307403 | -49267 | 195884 | -470464 |
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{ "first_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 229, "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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