Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874279.2538 | 707990.6802 | 166288.5736 | 12249379.379 | 7120130.0715 | 5129249.3075 |
Total P&L (%) | 874.2793 | 707.9907 | 166.2886 | 12249.3794 | 7120.1301 | 5129.2493 |
Avg Daily Profit (%) | 0.4198 | 0.3399 | 0.0798 | 0.2315 | 0.2057 | 0.1902 |
Buy And Hold Return (%) | 235.3257 | 235.3257 | 235.3257 | 235.3257 | 235.3257 | 235.3257 |
Max Trade Drawdown | -50840 | -43010 | -86041 | -7496861 | -5637969 | -5890780 |
Profit Factor | 3.1036 | 4.9492 | 1.7036 | 1.3037 | 1.3278 | 1.2756 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 48.3516 | 45.6522 | 51.1111 | 48.3516 | 45.6522 | 51.1111 |
Ratio Avg Win / Avg Loss | 3.3152 | 5.8919 | 1.6296 | 1.3926 | 1.5807 | 1.2202 |
Largest Winning Trade | 293781 | 293781 | 58656 | 7744511 | 7744511 | 5207685 |
Largest Losing Trade | -50840 | -17587 | -50840 | -2647277 | -2647277 | -2466604 |
Avg Bars in Trades | 271 | 243 | 299 | 271 | 243 | 299 |
Avg Bars in Winners | 425 | 400 | 448 | 425 | 400 | 448 |
Avg Bars in Losers | 126 | 111 | 144 | 126 | 111 | 144 |
Bars Traded | 24685 | 11197 | 13488 | 24685 | 11197 | 13488 |
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 | 467017 | 441747 | -248687 | 288554 | 282017 | 291549 |
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{ "first_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 244, "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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