Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557212.5874 | 424358.4849 | 132854.1024 | 439342.7256 | 672109.7576 | -232767.0319 |
Total P&L (%) | 557.2126 | 424.3585 | 132.8541 | 439.3427 | 672.1098 | -232.767 |
Avg Daily Profit (%) | 0.293 | 0.2231 | 0.0699 | 0.0886 | 0.1075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200285 | -192735 | -106066 | -5971808 | -4524575 | -4600875 |
Profit Factor | 1.4528 | 1.6768 | 1.2201 | 1.0214 | 1.0672 | 0.9779 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Profitability (%) | 38.3142 | 35.3846 | 41.2214 | 38.3142 | 35.3846 | 41.2214 |
Ratio Avg Win / Avg Loss | 2.339 | 3.062 | 1.7398 | 1.6444 | 1.9488 | 1.3945 |
Largest Winning Trade | 215364 | 215364 | 41906 | 1366337 | 1104485 | 1366337 |
Largest Losing Trade | -38544 | -38544 | -37497 | -1823780 | -1823780 | -1316246 |
Avg Bars in Trades | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Winners | 44 | 49 | 39 | 44 | 49 | 39 |
Avg Bars in Losers | 19 | 23 | 14 | 19 | 23 | 14 |
Bars Traded | 7489 | 4216 | 3273 | 7489 | 4216 | 3273 |
Profit Streak | 497.8111 | 502.0611 | 497.8111 | 497.8111 | 502.0611 | 497.8111 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324716 | 204706 | -101724 | -272454 | -199823 | -581869 |
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{ "first_band": { "type": "zlma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 18, "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) |
---|