Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2350991.5687 | 2247284.4446 | 103707.1242 | 612057.1401 | 3135975.0186 | -2523917.8785 |
Total P&L (%) | 2350.9916 | 2247.2844 | 103.7071 | 612.0571 | 3135.975 | -2523.9179 |
Avg Daily Profit (%) | 1.0134 | 0.9687 | 0.0447 | 0.0846 | 0.15 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160184 | -170836 | -133056 | -6222130 | -3318290 | -3532470 |
Profit Factor | 4.3978 | 6.1611 | 1.4043 | 1.0562 | 1.5185 | 0.4781 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 38 | 12 | 26 | 38 | 12 | 26 |
Losing Trades | 45 | 30 | 15 | 45 | 30 | 15 |
Profitability (%) | 45.7831 | 28.5714 | 63.4146 | 45.7831 | 28.5714 | 63.4146 |
Ratio Avg Win / Avg Loss | 5.2079 | 15.4028 | 0.8102 | 1.2508 | 3.7963 | 0.2758 |
Largest Winning Trade | 2130544 | 2130544 | 58732 | 6258923 | 6258923 | 460653 |
Largest Losing Trade | -54584 | -43936 | -54584 | -2256947 | -2256947 | -1571969 |
Avg Bars in Trades | 161 | 224 | 96 | 161 | 224 | 96 |
Avg Bars in Winners | 212 | 430 | 112 | 212 | 430 | 112 |
Avg Bars in Losers | 117 | 142 | 68 | 117 | 142 | 68 |
Bars Traded | 13393 | 9443 | 3950 | 13393 | 9443 | 3950 |
Profit Streak | 0 | 0 | 168.2287 | 0 | 0 | 168.2287 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 640332 | 281155 | -131021 | -241113 | -3918 | -577649 |
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{ "first_band": { "type": "dcl", "factors": { "length": 65, "offset": 114 } }, "second_band": { "type": "zlma", "factors": { "length": 215, "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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