Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2099238.9723 | 2040546.1729 | 58692.7994 | 28179972.5795 | 25331384.3543 | 2848588.2252 |
Total P&L (%) | 2099.239 | 2040.5462 | 58.6928 | 28179.9726 | 25331.3844 | 2848.5882 |
Avg Daily Profit (%) | 0.9259 | 0.9 | 0.0259 | 0.2493 | 0.2446 | 0.1494 |
Buy And Hold Return (%) | 9800.2151 | 9800.2151 | 9800.2151 | 9800.2151 | 9800.2151 | 9800.2151 |
Max Trade Drawdown | -102568 | -39575 | -94649 | -8402065 | -4159145 | -7690203 |
Profit Factor | 6.1602 | 14.4716 | 1.2299 | 1.9306 | 3.2688 | 1.149 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 51.5625 | 53.125 | 50 | 51.5625 | 53.125 | 50 |
Ratio Avg Win / Avg Loss | 5.7869 | 12.7691 | 1.2299 | 1.8136 | 2.8842 | 1.149 |
Largest Winning Trade | 1251704 | 1251704 | 52539 | 14538927 | 14538927 | 9012056 |
Largest Losing Trade | -70397 | -21731 | -70397 | -4106818 | -2279328 | -4106818 |
Avg Bars in Trades | 204 | 190 | 217 | 204 | 190 | 217 |
Avg Bars in Winners | 297 | 258 | 337 | 297 | 258 | 337 |
Avg Bars in Losers | 105 | 113 | 97 | 105 | 113 | 97 |
Bars Traded | 13074 | 6102 | 6972 | 13074 | 6102 | 6972 |
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 | -287271 | -143624 | -324443 | -134393 | 416166 | -215661 |
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{ "first_band": { "type": "wma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 156, "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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