Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696951.0031 | 558704.1657 | 138246.8374 | 1635931.2143 | -111815.3146 | 1747746.529 |
Total P&L (%) | 696.951 | 558.7042 | 138.2468 | 1635.9312 | -111.8153 | 1747.7465 |
Avg Daily Profit (%) | 0.3609 | 0.2893 | 0.0716 | 0.1479 | 0 | 0.1512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105807 | -61460 | -101025 | -1732362 | -1527750 | -1231210 |
Profit Factor | 2.6041 | 3.8474 | 1.5802 | 1.3093 | 0.9576 | 1.659 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 40.3226 | 32.2581 | 48.3871 | 40.3226 | 32.2581 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.854 | 8.0795 | 1.6855 | 1.9378 | 2.011 | 1.7696 |
Largest Winning Trade | 348425 | 348425 | 51492 | 1017615 | 801177 | 1017615 |
Largest Losing Trade | -56678 | -31718 | -56678 | -893447 | -472069 | -893447 |
Avg Bars in Trades | 90 | 71 | 110 | 90 | 71 | 110 |
Avg Bars in Winners | 154 | 123 | 175 | 154 | 123 | 175 |
Avg Bars in Losers | 47 | 46 | 49 | 47 | 46 | 49 |
Bars Traded | 5625 | 2201 | 3424 | 5625 | 2201 | 3424 |
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 | -148161 | 317210 | -95108 | -156458 | -584939 | 363430 |
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{ "first_band": { "type": "swma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 76, "offset": 0 } } }
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# | 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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