Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817615.6433 | 789509.8123 | 28105.831 | 819298.3659 | 1324062.7527 | -504764.3868 |
Total P&L (%) | 817.6156 | 789.5098 | 28.1058 | 819.2984 | 1324.0628 | -504.7644 |
Avg Daily Profit (%) | 0.4497 | 0.4342 | 0.0155 | 0.1221 | 0.1462 | 0 |
Buy And Hold Return (%) | 248.9933 | 248.9933 | 248.9933 | 248.9933 | 248.9933 | 248.9933 |
Max Trade Drawdown | -157139 | -70479 | -112034 | -812452 | -640375 | -824628 |
Profit Factor | 2.3713 | 3.71 | 1.0922 | 1.2303 | 1.777 | 0.7275 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 38.0282 | 37.1429 | 38.8889 | 38.0282 | 37.1429 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.8643 | 6.2785 | 1.7163 | 2.005 | 3.0072 | 1.1433 |
Largest Winning Trade | 380160 | 380160 | 74577 | 834130 | 834130 | 318692 |
Largest Losing Trade | -36264 | -32882 | -36264 | -325026 | -325026 | -222658 |
Avg Bars in Trades | 148 | 137 | 159 | 148 | 137 | 159 |
Avg Bars in Winners | 279 | 274 | 284 | 279 | 274 | 284 |
Avg Bars in Losers | 68 | 57 | 79 | 68 | 57 | 79 |
Bars Traded | 10553 | 4819 | 5734 | 10553 | 4819 | 5734 |
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 | -84103 | 321111 | -460320 | -127621 | -227 | -583434 |
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 86, "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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