Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2800530.0771 | 2682072.3043 | 118457.7728 | 128400802.6155 | 116339566.0695 | 12061236.546 |
Total P&L (%) | 2800.5301 | 2682.0723 | 118.4578 | 128400.8026 | 116339.5661 | 12061.2365 |
Avg Daily Profit (%) | 1.2368 | 1.1845 | 0.0523 | 0.3166 | 0.3123 | 0.2122 |
Buy And Hold Return (%) | 7503.5283 | 7503.5283 | 7503.5283 | 7503.5283 | 7503.5283 | 7503.5283 |
Max Trade Drawdown | -66050 | -76684 | -29502 | -47685248 | -23042713 | -37931014 |
Profit Factor | 10.2995 | 18.4275 | 1.8045 | 1.8799 | 2.7 | 1.1556 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 12.2306 | 21.8827 | 2.1428 | 2.2324 | 3.2063 | 1.3723 |
Largest Winning Trade | 1906535 | 1906535 | 49466 | 93102901 | 93102901 | 51353927 |
Largest Losing Trade | -20250 | -17087 | -20250 | -19302482 | -13524301 | -19302482 |
Avg Bars in Trades | 94 | 88 | 99 | 94 | 88 | 99 |
Avg Bars in Winners | 160 | 154 | 166 | 160 | 154 | 166 |
Avg Bars in Losers | 38 | 33 | 43 | 38 | 33 | 43 |
Bars Traded | 6585 | 3111 | 3474 | 6585 | 3111 | 3474 |
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 | -244148 | -145426 | -287084 | -87841 | 448998 | -52365 |
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{ "first_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 15, "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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