Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749190.107 | 688598.7372 | 60591.3698 | 1364550.6034 | 900927.1408 | 463623.4626 |
Total P&L (%) | 749.1901 | 688.5987 | 60.5914 | 1364.5506 | 900.9271 | 463.6235 |
Avg Daily Profit (%) | 0.2997 | 0.2754 | 0.0242 | 0.1074 | 0.0922 | 0.0692 |
Buy And Hold Return (%) | 229.0459 | 229.0459 | 229.0459 | 229.0459 | 229.0459 | 229.0459 |
Max Trade Drawdown | -125679 | -83506 | -134306 | -229499 | -248682 | -150271 |
Profit Factor | 1.8667 | 2.5488 | 1.1443 | 2.1152 | 2.2024 | 1.9775 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 48.1707 | 42.6829 | 53.6585 | 48.1707 | 42.6829 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.0085 | 3.4227 | 0.9883 | 2.2758 | 2.9575 | 1.7078 |
Largest Winning Trade | 388547 | 388547 | 27566 | 608200 | 608200 | 196758 |
Largest Losing Trade | -32508 | -32508 | -31741 | -186208 | -186208 | -98168 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 38 | 43 | 34 | 38 | 43 | 34 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 4787 | 2539 | 2248 | 4787 | 2539 | 2248 |
Profit Streak | 35.6679 | 35.6679 | 47.6679 | 35.6679 | 35.6679 | 47.6679 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395246 | 132326 | -392854 | -44414 | -74330 | -106665 |
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{ "first_band": { "type": "zlma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 57, "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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