Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55535.2772 | 2928.0603 | 52607.2169 | 49411.44 | 4175.3471 | 45236.093 |
Total P&L (%) | 55.5353 | 2.9281 | 52.6072 | 49.4114 | 4.1753 | 45.2361 |
Avg Daily Profit (%) | 0.393 | 0.0207 | 0.3723 | 0.2846 | 0.029 | 0.2644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50003 | -35964 | -20033 | -45631 | -30582 | -16191 |
Profit Factor | 1.4591 | 1.0525 | 1.8074 | 1.4705 | 1.0869 | 1.7938 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 44.5946 | 37.8378 | 51.3514 | 44.5946 | 37.8378 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.8128 | 1.729 | 1.7122 | 1.827 | 1.7857 | 1.6994 |
Largest Winning Trade | 27953 | 26646 | 27953 | 31337 | 23740 | 31337 |
Largest Losing Trade | -12318 | -7875 | -12318 | -9735 | -5888 | -9735 |
Avg Bars in Trades | 86 | 73 | 99 | 86 | 73 | 99 |
Avg Bars in Winners | 87 | 73 | 97 | 87 | 73 | 97 |
Avg Bars in Losers | 85 | 74 | 100 | 85 | 74 | 100 |
Bars Traded | 6406 | 2736 | 3670 | 6406 | 2736 | 3670 |
Profit Streak | 408.6081 | 408.6081 | 416.0248 | 408.6081 | 408.6081 | 416.0248 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60802 | -498203 | 400592 | -62080 | -449315 | 344970 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 214, "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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