Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5639437.6153 | 5772010.8674 | -132573.2521 | 46225.8735 | 80291.294 | -34065.4205 |
Total P&L (%) | 5639.4376 | 5772.0109 | -132.5733 | 46.2259 | 80.2913 | -34.0654 |
Avg Daily Profit (%) | 2.8721 | 2.9397 | -0.0675 | 0.0194 | 0.03 | -0.0212 |
Buy And Hold Return (%) | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 |
Max Trade Drawdown | -297070 | -90367 | -227113 | -122017 | -82973 | -128778 |
Profit Factor | 9.4784 | 19.8396 | 0.6305 | 1.0785 | 1.2819 | 0.8879 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 33.8235 | 38.2353 | 29.4118 | 33.8235 | 38.2353 | 29.4118 |
Ratio Avg Win / Avg Loss | 18.5448 | 32.0485 | 1.5132 | 2.1101 | 2.0707 | 2.131 |
Largest Winning Trade | 5832509 | 5832509 | 67239 | 123687 | 123687 | 65870 |
Largest Losing Trade | -60002 | -60002 | -47779 | -59986 | -44670 | -59986 |
Avg Bars in Trades | 111 | 107 | 116 | 111 | 107 | 116 |
Avg Bars in Winners | 195 | 180 | 215 | 195 | 180 | 215 |
Avg Bars in Losers | 68 | 62 | 74 | 68 | 62 | 74 |
Bars Traded | 7596 | 3651 | 3945 | 7596 | 3651 | 3945 |
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 | -98761 | 606890 | -588387 | -585905 | -322061 | -588387 |
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 88, "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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