Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978602.347 | 941636.3139 | 36966.0331 | 99464.6317 | 98171.3434 | 1293.2883 |
Total P&L (%) | 978.6023 | 941.6363 | 36.966 | 99.4646 | 98.1713 | 1.2933 |
Avg Daily Profit (%) | 0.543 | 0.5225 | 0.0205 | 0.0383 | 0.038 | 0.0007 |
Buy And Hold Return (%) | 172.1955 | 172.1955 | 172.1955 | 172.1955 | 172.1955 | 172.1955 |
Max Trade Drawdown | -84406 | -115891 | -199494 | -135874 | -180917 | -270374 |
Profit Factor | 2.3438 | 3.7017 | 1.0973 | 1.1032 | 1.1971 | 1.0028 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 49.4382 | 42.2222 | 56.8182 | 49.4382 | 42.2222 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.397 | 5.0655 | 0.834 | 1.1283 | 1.6381 | 0.7621 |
Largest Winning Trade | 761671 | 761671 | 62194 | 163630 | 163630 | 45132 |
Largest Losing Trade | -84406 | -32457 | -84406 | -115266 | -91269 | -115266 |
Avg Bars in Trades | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Winners | 103 | 115 | 94 | 103 | 115 | 94 |
Avg Bars in Losers | 55 | 59 | 50 | 55 | 59 | 50 |
Bars Traded | 7039 | 3738 | 3302 | 7039 | 3738 | 3302 |
Profit Streak | 0 | 0 | 40.8506 | 0 | 0 | 40.8506 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524665 | 491655 | -444854 | -414448 | -313545 | -575279 |
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{ "first_band": { "type": "zlma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 64, "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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