Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677504.9153 | 595569.1091 | 81935.8063 | 1122685.2318 | 975384.9156 | 147300.3163 |
Total P&L (%) | 677.5049 | 595.5691 | 81.9358 | 1122.6852 | 975.3849 | 147.3003 |
Avg Daily Profit (%) | 0.3749 | 0.3296 | 0.0453 | 0.1386 | 0.1315 | 0.0501 |
Buy And Hold Return (%) | 111.9622 | 111.9622 | 111.9622 | 111.9622 | 111.9622 | 111.9622 |
Max Trade Drawdown | -80207 | -87600 | -64744 | -1803357 | -1626852 | -574272 |
Profit Factor | 2.4678 | 3.5102 | 1.3653 | 1.22 | 1.3264 | 1.0696 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 51.7241 | 51.7241 | 51.7241 | 51.7241 | 51.7241 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.3033 | 3.2762 | 1.2742 | 1.1386 | 1.2379 | 0.9983 |
Largest Winning Trade | 276285 | 276285 | 69342 | 1222109 | 1222109 | 489439 |
Largest Losing Trade | -40544 | -40544 | -39615 | -1107823 | -1107823 | -430427 |
Avg Bars in Trades | 58 | 64 | 52 | 58 | 64 | 52 |
Avg Bars in Winners | 76 | 81 | 70 | 76 | 81 | 70 |
Avg Bars in Losers | 39 | 46 | 32 | 39 | 46 | 32 |
Bars Traded | 3402 | 1882 | 1520 | 3402 | 1882 | 1520 |
Profit Streak | 0 | 165.1546 | 0 | 0 | 165.1546 | 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 | -165672 | 571045 | -297474 | -187207 | -15631 | -338977 |
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{ "first_band": { "type": "zlma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 88, "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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