Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291792.2152 | 1144672.9175 | 147119.2977 | 10325194.7436 | 3621974.464 | 6703220.2796 |
Total P&L (%) | 1291.7922 | 1144.6729 | 147.1193 | 10325.1947 | 3621.9745 | 6703.2203 |
Avg Daily Profit (%) | 0.698 | 0.6185 | 0.0795 | 0.2514 | 0.1956 | 0.2283 |
Buy And Hold Return (%) | 109.6803 | 109.6803 | 109.6803 | 109.6803 | 109.6803 | 109.6803 |
Max Trade Drawdown | -83802 | -55791 | -53004 | -5167785 | -3441359 | -3098454 |
Profit Factor | 3.8015 | 6.9054 | 1.5504 | 1.5905 | 1.3478 | 1.9479 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 47.619 | 50 | 45.1613 | 47.619 | 50 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.1816 | 6.9054 | 1.8827 | 1.7495 | 1.3478 | 2.3653 |
Largest Winning Trade | 761652 | 761652 | 75965 | 4347425 | 3489619 | 4347425 |
Largest Losing Trade | -38267 | -35060 | -38267 | -2044434 | -2044434 | -1208233 |
Avg Bars in Trades | 114 | 108 | 120 | 114 | 108 | 120 |
Avg Bars in Winners | 188 | 171 | 207 | 188 | 171 | 207 |
Avg Bars in Losers | 47 | 45 | 49 | 47 | 45 | 49 |
Bars Traded | 7208 | 3469 | 3739 | 7208 | 3469 | 3739 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132715 | 723978 | -145594 | -140478 | 300371 | 362066 |
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 99, "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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