Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60123.8667 | -12045.2354 | 72169.102 | 60837.5239 | -29302.8222 | 90140.3461 |
Total P&L (%) | 60.1239 | -12.0452 | 72.1691 | 60.8375 | -29.3028 | 90.1403 |
Avg Daily Profit (%) | 0.2309 | -0.0463 | 0.2771 | 0.1827 | -0.1331 | 0.2471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51076 | -40133 | -34839 | -74478 | -61142 | -47243 |
Profit Factor | 1.3069 | 0.8676 | 1.6879 | 1.224 | 0.7782 | 1.6462 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 143 | 67 | 76 | 143 | 67 | 76 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 72.2222 | 67.6768 | 76.7677 | 72.2222 | 67.6768 | 76.7677 |
Ratio Avg Win / Avg Loss | 0.5027 | 0.4144 | 0.5108 | 0.4708 | 0.3717 | 0.4982 |
Largest Winning Trade | 10481 | 9257 | 10481 | 12287 | 10228 | 12287 |
Largest Losing Trade | -18924 | -14924 | -18924 | -28742 | -23811 | -28742 |
Avg Bars in Trades | 123 | 40 | 205 | 123 | 40 | 205 |
Avg Bars in Winners | 63 | 18 | 102 | 63 | 18 | 102 |
Avg Bars in Losers | 278 | 86 | 545 | 278 | 86 | 545 |
Bars Traded | 24402 | 4038 | 20364 | 24402 | 4038 | 20364 |
Profit Streak | 8.0282 | 8.0282 | 19.5386 | 8.0282 | 8.0282 | 19.5386 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356574 | -578336 | 446356 | 325210 | -578336 | 434211 |
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{ "first_band": { "type": "zlma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 249, "offset": 0, "scalar": 5 } } }
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# | 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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