Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -144255.8859 | 670921.3066 | -815177.1925 | 44439082.1219 | 35565665.8533 | 8873416.2686 |
Total P&L (%) | -144.2559 | 670.9213 | -815.1772 | 44439.0821 | 35565.6659 | 8873.4163 |
Avg Daily Profit (%) | -0.0636 | 0.296 | -0.3596 | 0.2694 | 0.2596 | 0.1986 |
Buy And Hold Return (%) | 11315.4786 | 11315.4786 | 11315.4786 | 11315.4786 | 11315.4786 | 11315.4786 |
Max Trade Drawdown | -888828 | -63872 | -985753 | -21156307 | -5668270 | -21156307 |
Profit Factor | 0.896 | 4.5621 | 0.3201 | 1.7467 | 2.7846 | 1.2242 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 15 | 19 | 34 | 14 | 20 |
Losing Trades | 27 | 15 | 12 | 27 | 16 | 11 |
Profitability (%) | 55.7377 | 50 | 61.2903 | 55.7377 | 46.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.7115 | 4.5621 | 0.2022 | 1.3871 | 3.1824 | 0.6733 |
Largest Winning Trade | 213155 | 213155 | 49071 | 18800359 | 18800359 | 13186267 |
Largest Losing Trade | -668745 | -33039 | -668745 | -21156307 | -3697178 | -21156307 |
Avg Bars in Trades | 69 | 77 | 61 | 69 | 77 | 61 |
Avg Bars in Winners | 81 | 94 | 72 | 83 | 97 | 74 |
Avg Bars in Losers | 54 | 61 | 44 | 51 | 60 | 38 |
Bars Traded | 4242 | 2336 | 1906 | 4242 | 2336 | 1906 |
Profit Streak | 0 | 184.5903 | 0 | 0 | 184.5903 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -746034 | -148521 | -579354 | -156711 | 378197 | -157956 |
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{ "first_band": { "type": "zlma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "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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