Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2334804.9407 | 2220845.8059 | 113959.1348 | 10022903.7479 | -1051418.3494 | 11074322.0973 |
Total P&L (%) | 2334.8049 | 2220.8458 | 113.9591 | 10022.9037 | -1051.4183 | 11074.3221 |
Avg Daily Profit (%) | 1.2404 | 1.1798 | 0.0605 | 0.2456 | 0 | 0.2509 |
Buy And Hold Return (%) | 489.9396 | 489.9396 | 489.9396 | 489.9396 | 489.9396 | 489.9396 |
Max Trade Drawdown | -108745 | -73852 | -55664 | -11686547 | -11420238 | -5514316 |
Profit Factor | 4.8957 | 7.6187 | 1.432 | 1.1736 | 0.9694 | 1.4743 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 40 | 30.7692 | 49.0566 | 40 | 30.7692 | 49.0566 |
Ratio Avg Win / Avg Loss | 7.3435 | 17.142 | 1.4871 | 1.7603 | 2.1812 | 1.531 |
Largest Winning Trade | 1517549 | 1517549 | 59890 | 10240732 | 10240732 | 5670328 |
Largest Losing Trade | -34343 | -34343 | -29263 | -6640061 | -6640061 | -3637570 |
Avg Bars in Trades | 53 | 45 | 60 | 53 | 45 | 60 |
Avg Bars in Winners | 88 | 82 | 92 | 88 | 82 | 92 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 5565 | 2375 | 3190 | 5565 | 2375 | 3190 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580151 | -167536 | -457393 | -23683 | -765811 | -169689 |
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{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 65, "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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