Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131440.4842 | 67910.2151 | 63530.2691 | 155628.7004 | 90409.332 | 65219.3684 |
Total P&L (%) | 131.4405 | 67.9102 | 63.5303 | 155.6287 | 90.4093 | 65.2194 |
Avg Daily Profit (%) | 0.2524 | 0.1304 | 0.122 | 0.1804 | 0.1237 | 0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35560 | -22160 | -36396 | -119530 | -37967 | -115166 |
Profit Factor | 1.5091 | 1.5876 | 1.4455 | 1.2991 | 1.4307 | 1.2101 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 66.3551 | 61.1111 | 71.6981 | 66.3551 | 61.1111 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.7652 | 1.0103 | 0.5706 | 0.6587 | 0.9105 | 0.4777 |
Largest Winning Trade | 28063 | 28063 | 17408 | 38881 | 38881 | 33507 |
Largest Losing Trade | -27582 | -18153 | -27582 | -91355 | -29774 | -91355 |
Avg Bars in Trades | 224 | 234 | 215 | 224 | 234 | 215 |
Avg Bars in Winners | 166 | 178 | 155 | 166 | 178 | 155 |
Avg Bars in Losers | 340 | 321 | 367 | 340 | 321 | 367 |
Bars Traded | 24062 | 12645 | 11417 | 24062 | 12645 | 11417 |
Profit Streak | 14.6505 | 14.6505 | 27.8172 | 14.6505 | 14.6505 | 27.8172 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401417 | -195363 | -207639 | 333064 | -206732 | -243002 |
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{ "first_band": { "type": "wma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 216, "offset": 202 } } }
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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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