Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302166.8204 | 1308252.8319 | -6086.0115 | -59273.5093 | 150801.4015 | -210074.9108 |
Total P&L (%) | 1302.1668 | 1308.2528 | -6.086 | -59.2735 | 150.8014 | -210.0749 |
Avg Daily Profit (%) | 0.5503 | 0.5528 | -0.0026 | -0.038 | 0.0389 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170824 | -149797 | -123316 | -788363 | -556985 | -419633 |
Profit Factor | 2.9042 | 5.0831 | 0.9833 | 0.9655 | 1.2142 | 0.7924 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 43.1034 | 37.931 | 48.2759 | 43.1034 | 37.931 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.8335 | 8.3177 | 1.0535 | 1.2744 | 1.9869 | 0.849 |
Largest Winning Trade | 1371253 | 1371253 | 66797 | 491926 | 491926 | 271944 |
Largest Losing Trade | -76754 | -45925 | -76754 | -364187 | -236843 | -364187 |
Avg Bars in Trades | 231 | 215 | 248 | 231 | 215 | 248 |
Avg Bars in Winners | 313 | 301 | 322 | 313 | 301 | 322 |
Avg Bars in Losers | 170 | 162 | 179 | 170 | 162 | 179 |
Bars Traded | 13450 | 6242 | 7208 | 13450 | 6242 | 7208 |
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 | -165605 | 509781 | -579836 | -761293 | -145068 | -581503 |
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{ "first_band": { "type": "zlma", "factors": { "length": 218, "offset": 196 } }, "second_band": { "type": "sinwma", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 218, "offset": 196 } }, "second_band": { "type": "sinwma", "factors": { "length": 159, "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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