Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176428.1364 | 98624.4651 | 77803.6713 | 326589.7331 | 233125.8446 | 93463.8885 |
Total P&L (%) | 176.4281 | 98.6245 | 77.8037 | 326.5897 | 233.1258 | 93.4639 |
Avg Daily Profit (%) | 0.6775 | 0.3787 | 0.2988 | 0.5586 | 0.4632 | 0.2537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40842 | -47382 | -17225 | -101209 | -62903 | -71101 |
Profit Factor | 1.7244 | 1.7401 | 1.7055 | 1.5866 | 1.7974 | 1.3535 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 45.2555 | 43.4783 | 47.0588 | 45.2555 | 43.4783 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.086 | 2.2621 | 1.9187 | 1.9193 | 2.3366 | 1.5227 |
Largest Winning Trade | 34179 | 34179 | 18811 | 70737 | 70737 | 47260 |
Largest Losing Trade | -11709 | -11709 | -8737 | -34688 | -23411 | -34688 |
Avg Bars in Trades | 179 | 197 | 162 | 179 | 197 | 162 |
Avg Bars in Winners | 250 | 257 | 244 | 250 | 257 | 244 |
Avg Bars in Losers | 121 | 151 | 88 | 121 | 151 | 88 |
Bars Traded | 24625 | 13604 | 11021 | 24625 | 13604 | 11021 |
Profit Streak | 3.8151 | 8.4818 | 0 | 3.8151 | 8.4818 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421252 | -92319 | -100300 | 373079 | -91486 | -102395 |
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{ "first_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 127, "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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