Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377806.0813 | 334587.3754 | 43218.7059 | 152254.5824 | 453697.2463 | -301442.664 |
Total P&L (%) | 377.8061 | 334.5874 | 43.2187 | 152.2546 | 453.6972 | -301.4427 |
Avg Daily Profit (%) | 0.2676 | 0.237 | 0.0306 | 0.0656 | 0.1213 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214174 | -149352 | -142487 | -692297 | -347191 | -732277 |
Profit Factor | 1.1406 | 1.261 | 1.0307 | 1.0271 | 1.1696 | 0.8975 |
Total Trades | 1164 | 582 | 582 | 1164 | 582 | 582 |
Winning Trades | 674 | 347 | 327 | 674 | 347 | 327 |
Losing Trades | 490 | 235 | 255 | 490 | 235 | 255 |
Profitability (%) | 57.9038 | 59.622 | 56.1856 | 57.9038 | 59.622 | 56.1856 |
Ratio Avg Win / Avg Loss | 0.8292 | 0.854 | 0.8038 | 0.7467 | 0.7921 | 0.6999 |
Largest Winning Trade | 31777 | 31777 | 21257 | 82121 | 82121 | 55128 |
Largest Losing Trade | -36032 | -27303 | -36032 | -129586 | -129586 | -98175 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 5 | 5 | 6 | 5 | 5 | 6 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 8374 | 4092 | 4282 | 8374 | 4092 | 4282 |
Profit Streak | 0 | 0 | 460.328 | 0 | 0 | 460.328 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51946 | 364540 | -338151 | -290332 | -62719 | -576628 |
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{ "first_band": { "type": "fwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 17, "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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