Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1299302.0712 | 1291093.3699 | 8208.7013 | 928649.7579 | 1287373.8033 | -358724.0455 |
Total P&L (%) | 1299.3021 | 1291.0934 | 8.2087 | 928.6498 | 1287.3738 | -358.724 |
Avg Daily Profit (%) | 0.713 | 0.7085 | 0.0045 | 0.128 | 0.1444 | 0 |
Buy And Hold Return (%) | 699.6831 | 699.6831 | 699.6831 | 699.6831 | 699.6831 | 699.6831 |
Max Trade Drawdown | -181967 | -81695 | -117072 | -1352213 | -576753 | -797905 |
Profit Factor | 3.1762 | 5.7405 | 1.0253 | 1.2756 | 1.9746 | 0.8249 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 |
Ratio Avg Win / Avg Loss | 3.5997 | 6.5059 | 1.162 | 1.4456 | 2.2379 | 0.9349 |
Largest Winning Trade | 616946 | 616946 | 70743 | 733002 | 733002 | 437881 |
Largest Losing Trade | -57365 | -53135 | -57365 | -487286 | -487286 | -440295 |
Avg Bars in Trades | 82 | 90 | 74 | 82 | 90 | 74 |
Avg Bars in Winners | 116 | 135 | 97 | 116 | 135 | 97 |
Avg Bars in Losers | 51 | 49 | 53 | 51 | 49 | 53 |
Bars Traded | 5265 | 2880 | 2385 | 5265 | 2880 | 2385 |
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 | -134064 | 415930 | -546542 | -230490 | -5275 | -582025 |
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{ "first_band": { "type": "dema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 82, "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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