Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884255.3985 | 774251.2361 | 110004.1624 | 8792247.2342 | 13080138.2425 | -4287891.0083 |
Total P&L (%) | 884.2554 | 774.2512 | 110.0042 | 8792.2472 | 13080.1382 | -4287.891 |
Avg Daily Profit (%) | 0.3536 | 0.3096 | 0.044 | 0.1796 | 0.1954 | 0 |
Buy And Hold Return (%) | 870.7006 | 870.7006 | 870.7006 | 870.7006 | 870.7006 | 870.7006 |
Max Trade Drawdown | -73274 | -36596 | -72812 | -6298323 | -2029938 | -7137210 |
Profit Factor | 3.2117 | 5.7701 | 1.4632 | 1.5672 | 3.4459 | 0.5777 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 59.4203 | 55.8824 | 62.8571 | 59.4203 | 55.8824 | 62.8571 |
Ratio Avg Win / Avg Loss | 2.1934 | 4.5554 | 0.8646 | 1.0703 | 2.7204 | 0.3414 |
Largest Winning Trade | 363949 | 363949 | 48268 | 9175941 | 9175941 | 1081937 |
Largest Losing Trade | -55676 | -27325 | -55676 | -4268384 | -2029938 | -4268384 |
Avg Bars in Trades | 101 | 107 | 95 | 101 | 107 | 95 |
Avg Bars in Winners | 115 | 129 | 104 | 115 | 129 | 104 |
Avg Bars in Losers | 80 | 81 | 80 | 80 | 81 | 80 |
Bars Traded | 7007 | 3667 | 3340 | 7007 | 3667 | 3340 |
Profit Streak | 0 | 221.4003 | 0 | 0 | 221.4003 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -250223 | -146723 | -298859 | -95198 | 587098 | -579121 |
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{ "first_band": { "type": "zlma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 174, "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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