Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402004.2117 | 152379.8543 | 249624.3574 | 1995056.5144 | 907356.1235 | 1087700.3909 |
Total P&L (%) | 402.0042 | 152.3799 | 249.6244 | 1995.0565 | 907.3561 | 1087.7004 |
Avg Daily Profit (%) | 0.3913 | 0.1483 | 0.243 | 0.2966 | 0.2251 | 0.2412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55262 | -54947 | -48228 | -711499 | -683199 | -627662 |
Profit Factor | 2.4099 | 1.9683 | 2.9536 | 1.6163 | 1.555 | 1.6788 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 64.4737 | 60.5263 | 68.4211 | 64.4737 | 60.5263 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.3279 | 1.2837 | 1.3632 | 0.8906 | 1.0141 | 0.7748 |
Largest Winning Trade | 65143 | 65143 | 39960 | 913898 | 913898 | 348281 |
Largest Losing Trade | -32814 | -18268 | -32814 | -484118 | -288274 | -484118 |
Avg Bars in Trades | 36 | 22 | 49 | 36 | 22 | 49 |
Avg Bars in Winners | 36 | 22 | 48 | 36 | 22 | 48 |
Avg Bars in Losers | 35 | 22 | 52 | 35 | 22 | 52 |
Bars Traded | 2739 | 863 | 1876 | 2739 | 863 | 1876 |
Profit Streak | 0 | 0 | 52.3029 | 0 | 0 | 52.3029 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38887 | 332822 | 572607 | -42478 | 415788 | 438484 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 167, "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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