Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618081.265 | 558181.1682 | 59900.0968 | 184283.2865 | 123620.1981 | 60663.0885 |
Total P&L (%) | 618.0813 | 558.1812 | 59.9001 | 184.2833 | 123.6202 | 60.6631 |
Avg Daily Profit (%) | 0.3126 | 0.2823 | 0.0303 | 0.0529 | 0.0407 | 0.024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153571 | -134772 | -93965 | -1229238 | -1056790 | -693434 |
Profit Factor | 1.8326 | 2.2521 | 1.202 | 1.0512 | 1.0543 | 1.0459 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 41.7722 | 40 | 43.5897 | 41.7722 | 40 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.5545 | 3.3781 | 1.5555 | 1.4654 | 1.5815 | 1.3535 |
Largest Winning Trade | 223231 | 223231 | 72263 | 601841 | 601841 | 564978 |
Largest Losing Trade | -56872 | -43987 | -56872 | -592431 | -592431 | -362404 |
Avg Bars in Trades | 72 | 80 | 64 | 72 | 80 | 64 |
Avg Bars in Winners | 104 | 106 | 103 | 104 | 106 | 103 |
Avg Bars in Losers | 49 | 62 | 34 | 49 | 62 | 34 |
Bars Traded | 5723 | 3206 | 2517 | 5723 | 3206 | 2517 |
Profit Streak | 0 | 0 | 659.601 | 0 | 0 | 659.601 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21999 | 330026 | -154000 | -320972 | -302019 | -333020 |
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{ "first_band": { "type": "zlma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 73, "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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