Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215203.8066 | 1148028.0485 | 67175.7581 | 4241807.5136 | 4369758.9561 | -127951.4425 |
Total P&L (%) | 1215.2038 | 1148.028 | 67.1758 | 4241.8075 | 4369.759 | -127.9514 |
Avg Daily Profit (%) | 0.6683 | 0.6314 | 0.0369 | 0.2076 | 0.2092 | 0 |
Buy And Hold Return (%) | 763.7874 | 763.7874 | 763.7874 | 763.7874 | 763.7874 | 763.7874 |
Max Trade Drawdown | -119033 | -60461 | -79246 | -3166899 | -2492734 | -1740649 |
Profit Factor | 3.8438 | 6.7001 | 1.2974 | 1.4505 | 1.9503 | 0.9734 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.0265 | 8.7617 | 1.6965 | 1.8969 | 2.5504 | 1.273 |
Largest Winning Trade | 608520 | 608520 | 74321 | 4077721 | 4077721 | 1446584 |
Largest Losing Trade | -33382 | -30417 | -33382 | -1119376 | -872607 | -1119376 |
Avg Bars in Trades | 114 | 103 | 125 | 114 | 103 | 125 |
Avg Bars in Winners | 200 | 178 | 223 | 200 | 178 | 223 |
Avg Bars in Losers | 48 | 46 | 51 | 48 | 46 | 51 |
Bars Traded | 6883 | 3115 | 3768 | 6883 | 3115 | 3768 |
Profit Streak | 0 | 166.1645 | 0 | 0 | 166.1645 | 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 | -166720 | 301614 | -310785 | -166838 | 334617 | -581751 |
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{ "first_band": { "type": "wma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 72, "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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