Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727246.7292 | 430722.8877 | 296523.8415 | 4677943.8054 | 576590.7564 | 4101353.049 |
Total P&L (%) | 727.2467 | 430.7229 | 296.5238 | 4677.9438 | 576.5908 | 4101.353 |
Avg Daily Profit (%) | 0.4015 | 0.2378 | 0.1637 | 0.2137 | 0.1056 | 0.2066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69196 | -80784 | -39331 | -2830696 | -3034711 | -960643 |
Profit Factor | 2.1842 | 2.1632 | 2.2161 | 1.3097 | 1.0623 | 1.7013 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 88 | 52 | 36 | 88 | 52 | 36 |
Profitability (%) | 41.7219 | 31.5789 | 52 | 41.7219 | 31.5789 | 52 |
Ratio Avg Win / Avg Loss | 3.0509 | 4.6869 | 2.0456 | 1.8295 | 2.3017 | 1.5704 |
Largest Winning Trade | 274244 | 274244 | 55100 | 2125297 | 2125297 | 1211766 |
Largest Losing Trade | -23052 | -23052 | -21361 | -675162 | -525494 | -675162 |
Avg Bars in Trades | 70 | 65 | 74 | 70 | 65 | 74 |
Avg Bars in Winners | 108 | 113 | 104 | 108 | 113 | 104 |
Avg Bars in Losers | 42 | 43 | 42 | 42 | 43 | 42 |
Bars Traded | 10573 | 4975 | 5598 | 10573 | 4975 | 5598 |
Profit Streak | 43.5154 | 43.5154 | 53.0154 | 43.5154 | 43.5154 | 53.0154 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449107 | -44009 | -44607 | 286873 | -258519 | -44817 |
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{ "first_band": { "type": "t3", "factors": { "length": 45, "offset": 0, "a": 0.66579 } }, "second_band": { "type": "zlma", "factors": { "length": 82, "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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