Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286821.7754 | 151614.6971 | 135207.0783 | -307286.2303 | -164431.9132 | -142854.3171 |
Total P&L (%) | 286.8218 | 151.6147 | 135.2071 | -307.2862 | -164.4319 | -142.8543 |
Avg Daily Profit (%) | 0.1803 | 0.0953 | 0.085 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118680 | -84437 | -154243 | -824027 | -553005 | -601829 |
Profit Factor | 1.514 | 1.5431 | 1.4849 | 0.8188 | 0.8077 | 0.8301 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 74 | 36 | 38 | 43 | 22 | 21 |
Losing Trades | 25 | 14 | 11 | 56 | 28 | 28 |
Profitability (%) | 74.7475 | 72 | 77.551 | 43.4343 | 44 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.5115 | 0.6001 | 0.4298 | 1.0663 | 1.028 | 1.1068 |
Largest Winning Trade | 50012 | 50012 | 33377 | 123310 | 123310 | 78183 |
Largest Losing Trade | -118680 | -61746 | -118680 | -469338 | -327530 | -469338 |
Avg Bars in Trades | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Winners | 16 | 10 | 21 | 48 | 43 | 54 |
Avg Bars in Losers | 70 | 66 | 76 | 15 | 12 | 18 |
Bars Traded | 2959 | 1293 | 1666 | 2959 | 1293 | 1666 |
Profit Streak | 76.6289 | 76.6289 | 113.6289 | 0 | 0 | 0 |
Trades During Streak | 12 | 6 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463715 | -241213 | -74784 | -581123 | -761222 | -581792 |
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{ "first_band": { "type": "fwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 187, "offset": 0 } } }
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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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