Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1386010.0927 | 1351752.404 | 34257.6887 | 2617354.4136 | 951337.5663 | 1666016.8473 |
Total P&L (%) | 1386.0101 | 1351.7524 | 34.2577 | 2617.3544 | 951.3376 | 1666.0168 |
Avg Daily Profit (%) | 0.6111 | 0.596 | 0.0151 | 0.1457 | 0.1038 | 0.1267 |
Buy And Hold Return (%) | 511.4236 | 511.4236 | 511.4236 | 511.4236 | 511.4236 | 511.4236 |
Max Trade Drawdown | -106377 | -88715 | -129993 | -2682060 | -2398137 | -1568441 |
Profit Factor | 3.4981 | 5.8047 | 1.1253 | 1.2608 | 1.1602 | 1.4069 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 49.4624 | 50 | 48.9362 | 49.4624 | 50 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.5742 | 5.8047 | 1.1742 | 1.2882 | 1.1602 | 1.4681 |
Largest Winning Trade | 1070595 | 1070595 | 57838 | 1786840 | 1786840 | 1429425 |
Largest Losing Trade | -48865 | -32496 | -48865 | -1578827 | -1578827 | -1534908 |
Avg Bars in Trades | 43 | 59 | 28 | 43 | 59 | 28 |
Avg Bars in Winners | 58 | 73 | 43 | 58 | 73 | 43 |
Avg Bars in Losers | 28 | 44 | 14 | 28 | 44 | 14 |
Bars Traded | 4050 | 2714 | 1336 | 4050 | 2714 | 1336 |
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 | 536870 | 592298 | -421231 | 18589 | -106112 | -25681 |
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{ "first_band": { "type": "zlma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 48, "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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