Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1341547.9773 | 1327863.133 | 13684.8443 | 13258531.4755 | 20649183.5298 | -7390652.0543 |
Total P&L (%) | 1341.548 | 1327.8631 | 13.6848 | 13258.5315 | 20649.1835 | -7390.6521 |
Avg Daily Profit (%) | 0.7226 | 0.7152 | 0.0074 | 0.264 | 0.2878 | 0 |
Buy And Hold Return (%) | 7259.6173 | 7259.6173 | 7259.6173 | 7259.6173 | 7259.6173 | 7259.6173 |
Max Trade Drawdown | -70226 | -42406 | -101263 | -11434118 | -3543351 | -12019964 |
Profit Factor | 4.2501 | 10.9429 | 1.049 | 1.5104 | 3.3459 | 0.5696 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 53.9683 | 61.2903 | 46.875 | 53.9683 | 61.2903 | 46.875 |
Ratio Avg Win / Avg Loss | 3.6251 | 6.9113 | 1.1889 | 1.2883 | 2.1132 | 0.6456 |
Largest Winning Trade | 606425 | 606425 | 65152 | 10838550 | 10838550 | 2508707 |
Largest Losing Trade | -43414 | -28289 | -43414 | -3177643 | -3177643 | -2835728 |
Avg Bars in Trades | 171 | 179 | 163 | 171 | 179 | 163 |
Avg Bars in Winners | 222 | 230 | 212 | 222 | 230 | 212 |
Avg Bars in Losers | 110 | 96 | 120 | 110 | 96 | 120 |
Bars Traded | 10784 | 5551 | 5233 | 10784 | 5551 | 5233 |
Profit Streak | 0 | 205.5143 | 0 | 0 | 205.5143 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -296514 | -141974 | -516618 | -148577 | 531732 | -582025 |
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{ "first_band": { "type": "zlma", "factors": { "length": 54, "offset": 185 } }, "second_band": { "type": "wma", "factors": { "length": 109, "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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