Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581155.938 | 496752.9055 | 84403.0325 | 1495262.8774 | 1826921.4723 | -331658.5949 |
Total P&L (%) | 581.1559 | 496.7529 | 84.403 | 1495.2629 | 1826.9215 | -331.6586 |
Avg Daily Profit (%) | 0.4116 | 0.3519 | 0.0598 | 0.1964 | 0.2098 | 0 |
Buy And Hold Return (%) | 73.5544 | 73.5544 | 73.5544 | 73.5544 | 73.5544 | 73.5544 |
Max Trade Drawdown | -98853 | -63111 | -73986 | -1868158 | -862420 | -1182534 |
Profit Factor | 2.3187 | 2.9997 | 1.4389 | 1.295 | 1.6335 | 0.8482 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 55.8442 | 53.8462 | 57.8947 | 55.8442 | 53.8462 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.8334 | 2.5712 | 1.0465 | 1.0239 | 1.4001 | 0.6169 |
Largest Winning Trade | 200742 | 200742 | 62048 | 1529501 | 1529501 | 375553 |
Largest Losing Trade | -44019 | -44019 | -41858 | -683942 | -683942 | -481274 |
Avg Bars in Trades | 102 | 89 | 117 | 102 | 89 | 117 |
Avg Bars in Winners | 121 | 111 | 130 | 121 | 111 | 130 |
Avg Bars in Losers | 80 | 63 | 98 | 80 | 63 | 98 |
Bars Traded | 7926 | 3473 | 4453 | 7926 | 3473 | 4453 |
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 | -30980 | 540121 | -231018 | -37182 | 382400 | -579741 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 136, "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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