Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958484.2078 | 741008.0339 | 217476.1738 | 7597011.0375 | 1212077.4811 | 6384933.5564 |
Total P&L (%) | 958.4842 | 741.008 | 217.4762 | 7597.011 | 1212.0775 | 6384.9336 |
Avg Daily Profit (%) | 0.4847 | 0.3747 | 0.11 | 0.2199 | 0.1303 | 0.2112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102532 | -88028 | -77674 | -3895601 | -3895601 | -3606983 |
Profit Factor | 2.6592 | 3.2273 | 1.8878 | 1.4427 | 1.1043 | 2.1516 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 49.3151 | 48.6486 | 50 | 49.3151 | 48.6486 | 50 |
Ratio Avg Win / Avg Loss | 2.7331 | 3.4066 | 1.8878 | 1.4827 | 1.1657 | 2.1516 |
Largest Winning Trade | 263215 | 263215 | 73618 | 3415884 | 3415884 | 2923513 |
Largest Losing Trade | -54835 | -54835 | -41659 | -3895601 | -3895601 | -3353055 |
Avg Bars in Trades | 52 | 55 | 48 | 52 | 55 | 48 |
Avg Bars in Winners | 72 | 70 | 73 | 72 | 70 | 73 |
Avg Bars in Losers | 33 | 41 | 23 | 33 | 41 | 23 |
Bars Traded | 3815 | 2071 | 1744 | 3815 | 2071 | 1744 |
Profit Streak | 0 | 0 | 656.4259 | 0 | 0 | 656.4259 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61000 | 546468 | -41633 | -67380 | -124997 | 474540 |
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{ "first_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 39, "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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