Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11983854.9018 | 12009990.3507 | -26135.4489 | 5420993.3563 | 8906942.9068 | -3485949.5506 |
Total P&L (%) | 11983.8549 | 12009.9904 | -26.1354 | 5420.9934 | 8906.9429 | -3485.9496 |
Avg Daily Profit (%) | 5.2618 | 5.2733 | -0.0115 | 0.1763 | 0.1978 | 0 |
Buy And Hold Return (%) | 7468.328 | 7468.328 | 7468.328 | 7468.328 | 7468.328 | 7468.328 |
Max Trade Drawdown | -87036 | -69884 | -101448 | -8095525 | -5322592 | -9613468 |
Profit Factor | 28.5735 | 63.1184 | 0.8917 | 1.1894 | 1.6851 | 0.7769 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 40.625 | 34.375 | 46.875 | 40.625 | 34.375 | 46.875 |
Ratio Avg Win / Avg Loss | 41.7613 | 120.4989 | 1.0106 | 1.7383 | 3.217 | 0.8805 |
Largest Winning Trade | 11874430 | 11874430 | 45124 | 8513219 | 8513219 | 3311920 |
Largest Losing Trade | -58957 | -22214 | -58957 | -2138576 | -1755827 | -2138576 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 119 | 119 | 120 | 119 | 119 | 120 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 4311 | 2020 | 2291 | 4311 | 2020 | 2291 |
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 | -132476 | 319027 | -580358 | -316492 | -100746 | -582025 |
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{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 67, "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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