Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349777.9865 | 1236863.8788 | 112914.1077 | 9267095.2816 | 7684260.5194 | 1582834.7622 |
Total P&L (%) | 1349.778 | 1236.8639 | 112.9141 | 9267.0953 | 7684.2605 | 1582.8348 |
Avg Daily Profit (%) | 0.7424 | 0.6803 | 0.0621 | 0.25 | 0.2398 | 0.1554 |
Buy And Hold Return (%) | 546.183 | 546.183 | 546.183 | 546.183 | 546.183 | 546.183 |
Max Trade Drawdown | -176181 | -85855 | -96217 | -17666560 | -12445282 | -9908288 |
Profit Factor | 3.0841 | 5.0169 | 1.3324 | 1.1619 | 1.2665 | 1.0558 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 33.3333 | 28.9474 | 37.6623 | 33.3333 | 28.9474 | 37.6623 |
Ratio Avg Win / Avg Loss | 6.1682 | 12.3142 | 2.2053 | 2.3239 | 3.1086 | 1.7475 |
Largest Winning Trade | 690317 | 690317 | 68520 | 10768193 | 10768193 | 6111403 |
Largest Losing Trade | -28039 | -15718 | -28039 | -4569612 | -3325042 | -4569612 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 104 | 110 | 100 | 104 | 110 | 100 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7101 | 3361 | 3740 | 7101 | 3361 | 3740 |
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 | 329000 | -47050 | -321147 | -38500 | -52507 | -200382 |
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 11, "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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