Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441642.0365 | 403652.1959 | 37989.8406 | -199042.5571 | 299850.2519 | -498892.809 |
Total P&L (%) | 441.642 | 403.6522 | 37.9898 | -199.0426 | 299.8503 | -498.8928 |
Avg Daily Profit (%) | 0.2287 | 0.209 | 0.0197 | 0 | 0.0718 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162435 | -121254 | -135298 | -910155 | -276712 | -781504 |
Profit Factor | 1.6663 | 2.2882 | 1.1087 | 0.8679 | 1.6287 | 0.5154 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 16 | 18 | 41 | 21 | 20 |
Losing Trades | 42 | 22 | 20 | 35 | 17 | 18 |
Profitability (%) | 44.7368 | 42.1053 | 47.3684 | 53.9474 | 55.2632 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.0584 | 3.1463 | 1.2319 | 0.7409 | 1.3185 | 0.4639 |
Largest Winning Trade | 231995 | 231995 | 61572 | 201999 | 121045 | 201999 |
Largest Losing Trade | -112243 | -31211 | -112243 | -227599 | -146610 | -227599 |
Avg Bars in Trades | 49 | 56 | 42 | 49 | 56 | 42 |
Avg Bars in Winners | 62 | 61 | 63 | 40 | 54 | 26 |
Avg Bars in Losers | 38 | 52 | 23 | 59 | 57 | 60 |
Bars Traded | 3740 | 2128 | 1612 | 3740 | 2128 | 1612 |
Profit Streak | 0 | 0 | 23.3319 | 18.8319 | 24.8319 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44801 | 323916 | -270383 | -633483 | -93382 | -580423 |
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{ "first_band": { "type": "dema", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 74, "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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