Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782098.3227 | 636397.5306 | 145700.7921 | 6947610.3365 | 11310270.8646 | -4362660.528 |
Total P&L (%) | 782.0983 | 636.3975 | 145.7008 | 6947.6103 | 11310.2709 | -4362.6605 |
Avg Daily Profit (%) | 0.3264 | 0.2656 | 0.0608 | 0.1777 | 0.1979 | 0 |
Buy And Hold Return (%) | 276.1194 | 276.1194 | 276.1194 | 276.1194 | 276.1194 | 276.1194 |
Max Trade Drawdown | -97703 | -89250 | -86934 | -5246862 | -1367242 | -5959133 |
Profit Factor | 1.6278 | 2.0998 | 1.2184 | 1.4307 | 3.4005 | 0.618 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Losing Trades | 179 | 87 | 92 | 179 | 87 | 92 |
Profitability (%) | 42.9936 | 44.586 | 41.4013 | 42.9936 | 44.586 | 41.4013 |
Ratio Avg Win / Avg Loss | 2.1584 | 2.6098 | 1.7245 | 1.897 | 4.2263 | 0.8747 |
Largest Winning Trade | 145339 | 145339 | 46936 | 7283256 | 7283256 | 688056 |
Largest Losing Trade | -42676 | -23303 | -42676 | -5246862 | -543888 | -5246862 |
Avg Bars in Trades | 44 | 47 | 42 | 44 | 47 | 42 |
Avg Bars in Winners | 66 | 67 | 66 | 66 | 67 | 66 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 14107 | 7394 | 6713 | 14107 | 7394 | 6713 |
Profit Streak | 0 | 102.806 | 0 | 0 | 102.806 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282853 | 263844 | -279901 | 315293 | 508224 | -583854 |
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{ "first_band": { "type": "zlma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 26, "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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