Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -327114.3006 | -2141.4602 | -324972.8405 | -99948.663 | 3953971.9706 | -4053920.6337 |
Total P&L (%) | -327.1143 | -2.1415 | -324.9728 | -99.9487 | 3953.972 | -4053.9206 |
Avg Daily Profit (%) | -0.157 | -0.001 | -0.156 | -0.3629 | 0.1779 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -830973 | -498275 | -432650 | -4256076 | -2102675 | -4438984 |
Profit Factor | 0.9532 | 0.9994 | 0.909 | 0.9965 | 1.3264 | 0.7508 |
Total Trades | 5861 | 2931 | 2930 | 5861 | 2931 | 2930 |
Winning Trades | 3301 | 1670 | 1631 | 3301 | 1670 | 1631 |
Losing Trades | 2560 | 1261 | 1299 | 2560 | 1261 | 1299 |
Profitability (%) | 56.3214 | 56.9771 | 55.6655 | 56.3214 | 56.9771 | 55.6655 |
Ratio Avg Win / Avg Loss | 0.7392 | 0.7546 | 0.724 | 0.7728 | 1.0015 | 0.598 |
Largest Winning Trade | 28224 | 23889 | 28224 | 571565 | 571565 | 459288 |
Largest Losing Trade | -41451 | -28190 | -41451 | -984513 | -483888 | -984513 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 24966 | 12381 | 12584 | 24966 | 12381 | 12584 |
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 | -572541 | -573012 | -573182 | -572541 | 570937 | -573182 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 14, "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) |
---|