Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436974.0486 | 1386772.3059 | 50201.7427 | 2458764.2363 | 3492259.0578 | -1033494.8216 |
Total P&L (%) | 1436.974 | 1386.7723 | 50.2017 | 2458.7642 | 3492.2591 | -1033.4948 |
Avg Daily Profit (%) | 0.7931 | 0.7654 | 0.0277 | 0.1791 | 0.1979 | 0 |
Buy And Hold Return (%) | 603.0604 | 603.0604 | 603.0604 | 603.0604 | 603.0604 | 603.0604 |
Max Trade Drawdown | -150113 | -136900 | -86988 | -2173254 | -1248476 | -1676745 |
Profit Factor | 3.633 | 5.7176 | 1.1994 | 1.3472 | 2.0989 | 0.7353 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 39.6825 | 37.5 | 41.9355 | 39.6825 | 37.5 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.5222 | 9.5293 | 1.6607 | 2.0477 | 3.4981 | 1.0181 |
Largest Winning Trade | 691162 | 691162 | 67716 | 1988983 | 1988983 | 930238 |
Largest Losing Trade | -36676 | -35348 | -36676 | -908630 | -367638 | -908630 |
Avg Bars in Trades | 110 | 113 | 107 | 110 | 113 | 107 |
Avg Bars in Winners | 192 | 204 | 181 | 192 | 204 | 181 |
Avg Bars in Losers | 56 | 59 | 54 | 56 | 59 | 54 |
Bars Traded | 6969 | 3639 | 3330 | 6969 | 3639 | 3330 |
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 | -139726 | 410629 | -324920 | -148101 | 227196 | -582287 |
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{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 70, "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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