Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1493329.2201 | 1475571.9771 | 17757.243 | 1216299.1045 | 3571115.9155 | -2354816.811 |
Total P&L (%) | 1493.3292 | 1475.572 | 17.7572 | 1216.2991 | 3571.1159 | -2354.8168 |
Avg Daily Profit (%) | 0.6301 | 0.6226 | 0.0075 | 0.1088 | 0.1521 | 0 |
Buy And Hold Return (%) | 723.3045 | 723.3045 | 723.3045 | 723.3045 | 723.3045 | 723.3045 |
Max Trade Drawdown | -183955 | -169639 | -81173 | -5525637 | -3248419 | -2839820 |
Profit Factor | 3.571 | 5.5274 | 1.0697 | 1.1135 | 1.6183 | 0.5237 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 38.5542 | 38.0952 | 39.0244 | 38.5542 | 38.0952 | 39.0244 |
Ratio Avg Win / Avg Loss | 5.6912 | 8.9821 | 1.6713 | 1.7746 | 2.6298 | 0.8183 |
Largest Winning Trade | 1213282 | 1213282 | 64331 | 5715497 | 5715497 | 596203 |
Largest Losing Trade | -39300 | -35656 | -39300 | -2431357 | -1056719 | -2431357 |
Avg Bars in Trades | 83 | 78 | 89 | 83 | 78 | 89 |
Avg Bars in Winners | 146 | 139 | 152 | 146 | 139 | 152 |
Avg Bars in Losers | 44 | 39 | 49 | 44 | 39 | 49 |
Bars Traded | 6955 | 3278 | 3677 | 6955 | 3278 | 3677 |
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 | 225857 | 310436 | -495619 | -156654 | 169807 | -585010 |
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{ "first_band": { "type": "wma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 79, "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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