Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114993.5457 | 92406.934 | 22586.6117 | 28602.8893 | 48620.5709 | -20017.6816 |
Total P&L (%) | 114.9935 | 92.4069 | 22.5866 | 28.6029 | 48.6206 | -20.0177 |
Avg Daily Profit (%) | 0.2208 | 0.1774 | 0.0434 | 0.0483 | 0.0761 | -0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118379 | -70788 | -83376 | -87739 | -37569 | -69411 |
Profit Factor | 1.2269 | 1.4169 | 1.0792 | 1.0791 | 1.331 | 0.9068 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 72.973 | 73.913 | 72.043 | 72.973 | 73.913 | 72.043 |
Ratio Avg Win / Avg Loss | 0.4544 | 0.5001 | 0.4188 | 0.3997 | 0.4698 | 0.3519 |
Largest Winning Trade | 21771 | 21771 | 12817 | 12292 | 11973 | 12292 |
Largest Losing Trade | -48124 | -38095 | -48124 | -55286 | -26179 | -55286 |
Avg Bars in Trades | 131 | 130 | 132 | 131 | 130 | 132 |
Avg Bars in Winners | 68 | 69 | 68 | 68 | 69 | 68 |
Avg Bars in Losers | 299 | 303 | 296 | 299 | 303 | 296 |
Bars Traded | 24269 | 11988 | 12281 | 24269 | 11988 | 12281 |
Profit Streak | 12.1811 | 24.327 | 12.1811 | 12.1811 | 24.327 | 12.1811 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388298 | 380339 | -271458 | -261801 | -90176 | -577004 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 189, "offset": 208 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 189, "offset": 208 } } }
# | 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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