Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293796.56 | 268078.7838 | 25717.7761 | -66414.2609 | 160019.6251 | -226433.886 |
Total P&L (%) | 293.7966 | 268.0788 | 25.7178 | -66.4143 | 160.0196 | -226.4339 |
Avg Daily Profit (%) | 0.1568 | 0.1431 | 0.0137 | -0.0582 | 0.051 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171643 | -105013 | -193105 | -259387 | -35541 | -277990 |
Profit Factor | 1.277 | 1.6054 | 1.0416 | 0.9006 | 1.81 | 0.5189 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 143 | 67 | 76 | 143 | 67 | 76 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 53.3582 | 50 | 56.7164 | 53.3582 | 50 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.1163 | 1.6054 | 0.7949 | 0.7872 | 1.81 | 0.396 |
Largest Winning Trade | 55764 | 55764 | 48614 | 53049 | 53049 | 12115 |
Largest Losing Trade | -91599 | -30988 | -91599 | -127922 | -12578 | -127922 |
Avg Bars in Trades | 81 | 78 | 84 | 81 | 78 | 84 |
Avg Bars in Winners | 86 | 86 | 87 | 86 | 86 | 87 |
Avg Bars in Losers | 76 | 71 | 81 | 76 | 71 | 81 |
Bars Traded | 21962 | 10579 | 11383 | 21962 | 10579 | 11383 |
Profit Streak | 25.9991 | 28.9991 | 25.9991 | 25.9991 | 28.9991 | 25.9991 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377901 | 66384 | -353177 | -577476 | -120534 | -579564 |
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{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 173 } }, "second_band": { "type": "zlma", "factors": { "length": 190, "offset": 202 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 173 } }, "second_band": { "type": "zlma", "factors": { "length": 190, "offset": 202 } } }
# | 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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