Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2966026.2136 | 2818870.9823 | 147155.2314 | 7803150.6166 | -908958.3534 | 8712108.97 |
Total P&L (%) | 2966.0262 | 2818.871 | 147.1552 | 7803.1506 | -908.9584 | 8712.109 |
Avg Daily Profit (%) | 1.2782 | 1.2148 | 0.0634 | 0.1885 | 0 | 0.1932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168389 | -124993 | -86092 | -43523725 | -27635785 | -15887939 |
Profit Factor | 4.9207 | 7.6492 | 1.4425 | 1.079 | 0.9846 | 1.2201 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 34.2342 | 30.9091 | 37.5 | 34.2342 | 30.9091 | 37.5 |
Ratio Avg Win / Avg Loss | 9.4529 | 17.0982 | 2.4041 | 2.0728 | 2.201 | 2.0334 |
Largest Winning Trade | 2458514 | 2458514 | 63795 | 19535857 | 19535857 | 14976572 |
Largest Losing Trade | -68109 | -68109 | -26987 | -9473476 | -9473476 | -7420657 |
Avg Bars in Trades | 38 | 45 | 31 | 38 | 45 | 31 |
Avg Bars in Winners | 74 | 87 | 64 | 74 | 87 | 64 |
Avg Bars in Losers | 19 | 26 | 11 | 19 | 26 | 11 |
Bars Traded | 4238 | 2492 | 1746 | 4238 | 2492 | 1746 |
Profit Streak | 16.5036 | 0 | 20.0036 | 16.5036 | 0 | 20.0036 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 578010 | -165703 | -290826 | -129824 | -765757 | -175952 |
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{ "first_band": { "type": "zlma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 8, "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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