Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282357.5869 | 128672.6816 | 153684.9053 | 484525.7406 | 205640.4606 | 278885.28 |
Total P&L (%) | 282.3576 | 128.6727 | 153.6849 | 484.5257 | 205.6405 | 278.8853 |
Avg Daily Profit (%) | 0.2597 | 0.1184 | 0.1414 | 0.1625 | 0.1028 | 0.1226 |
Buy And Hold Return (%) | 16.376 | 16.376 | 16.376 | 16.376 | 16.376 | 16.376 |
Max Trade Drawdown | -98705 | -72392 | -56616 | -270010 | -213806 | -113416 |
Profit Factor | 1.6954 | 1.5721 | 1.8484 | 1.5459 | 1.39 | 1.7739 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 64.1379 | 61.6438 | 66.6667 | 64.1379 | 61.6438 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9479 | 0.9782 | 0.9242 | 0.8643 | 0.8649 | 0.8869 |
Largest Winning Trade | 27747 | 26339 | 27747 | 108035 | 108035 | 69592 |
Largest Losing Trade | -43650 | -42099 | -43650 | -150830 | -150830 | -86743 |
Avg Bars in Trades | 40 | 34 | 45 | 40 | 34 | 45 |
Avg Bars in Winners | 35 | 24 | 45 | 35 | 24 | 45 |
Avg Bars in Losers | 49 | 52 | 47 | 49 | 52 | 47 |
Bars Traded | 5850 | 2552 | 3298 | 5850 | 2552 | 3298 |
Profit Streak | 40.9572 | 41.4572 | 40.9572 | 40.9572 | 41.4572 | 40.9572 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443571 | -103664 | -79626 | 395133 | -125493 | -104784 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 214, "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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