Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2578077.0144 | 2343385.26 | 234691.7545 | 39650733.2529 | 372412.188 | 39278321.0649 |
Total P&L (%) | 2578.077 | 2343.3853 | 234.6918 | 39650.7333 | 372.4122 | 39278.3211 |
Avg Daily Profit (%) | 1.1571 | 1.0518 | 0.1053 | 0.269 | 0.0697 | 0.2686 |
Buy And Hold Return (%) | 128.9878 | 128.9878 | 128.9878 | 128.9878 | 128.9878 | 128.9878 |
Max Trade Drawdown | -111647 | -75654 | -58381 | -104130925 | -72130365 | -40772734 |
Profit Factor | 6.6062 | 10.6341 | 2.0834 | 1.1434 | 1.0025 | 1.3155 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 50 | 54.2857 | 45.7143 | 50 | 54.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 6.6062 | 8.9551 | 2.474 | 1.1434 | 0.8442 | 1.5622 |
Largest Winning Trade | 2067629 | 2067629 | 47740 | 46446870 | 30998010 | 46446870 |
Largest Losing Trade | -33088 | -33082 | -33088 | -31350707 | -31350707 | -24873212 |
Avg Bars in Trades | 123 | 139 | 106 | 123 | 139 | 106 |
Avg Bars in Winners | 186 | 199 | 172 | 186 | 199 | 172 |
Avg Bars in Losers | 59 | 69 | 51 | 59 | 69 | 51 |
Bars Traded | 8622 | 4893 | 3729 | 8622 | 4893 | 3729 |
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 | -76773 | 808512 | -58164 | -152942 | -322018 | 296540 |
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{ "first_band": { "type": "zlma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "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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