Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1262596.7239 | 1203808.1126 | 58788.6113 | 3457439.4718 | 4283003.6363 | -825564.1645 |
Total P&L (%) | 1262.5967 | 1203.8081 | 58.7886 | 3457.4395 | 4283.0036 | -825.5642 |
Avg Daily Profit (%) | 0.6912 | 0.659 | 0.0322 | 0.1957 | 0.2072 | 0 |
Buy And Hold Return (%) | 689.0759 | 689.0759 | 689.0759 | 689.0759 | 689.0759 | 689.0759 |
Max Trade Drawdown | -111709 | -60966 | -60761 | -7076618 | -4982262 | -3535003 |
Profit Factor | 3.5347 | 6.1536 | 1.2222 | 1.204 | 1.5269 | 0.9064 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 41.6667 | 44.4444 | 38.8889 | 41.6667 | 44.4444 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.9486 | 7.6921 | 1.9207 | 1.6857 | 1.9087 | 1.4243 |
Largest Winning Trade | 671244 | 671244 | 75545 | 6464990 | 6464990 | 1891642 |
Largest Losing Trade | -32165 | -27698 | -32165 | -1881484 | -1881484 | -1476233 |
Avg Bars in Trades | 145 | 134 | 157 | 145 | 134 | 157 |
Avg Bars in Winners | 249 | 211 | 293 | 249 | 211 | 293 |
Avg Bars in Losers | 71 | 71 | 70 | 71 | 71 | 70 |
Bars Traded | 10488 | 4825 | 5663 | 10488 | 4825 | 5663 |
Profit Streak | 0 | 114.2747 | 0 | 0 | 114.2747 | 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 | -76068 | 385524 | -319276 | -79730 | 322315 | -583434 |
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{ "first_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 117, "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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