Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2068078.971 | 1918255.3258 | 149823.6452 | 18127386.3355 | -289374.7758 | 18416761.1113 |
Total P&L (%) | 2068.079 | 1918.2553 | 149.8236 | 18127.3863 | -289.3748 | 18416.7611 |
Avg Daily Profit (%) | 1.1009 | 1.0212 | 0.0798 | 0.2775 | 0 | 0.2783 |
Buy And Hold Return (%) | 560.9603 | 560.9603 | 560.9603 | 560.9603 | 560.9603 | 560.9603 |
Max Trade Drawdown | -88209 | -127966 | -44021 | -12651622 | -22652552 | -3117138 |
Profit Factor | 6.235 | 8.1078 | 2.197 | 1.358 | 0.9927 | 2.6825 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 8.0824 | 11.2262 | 2.6678 | 1.7604 | 1.3745 | 3.2573 |
Largest Winning Trade | 1248318 | 1248318 | 53519 | 13316779 | 13316779 | 5277669 |
Largest Losing Trade | -38896 | -33503 | -38896 | -5798911 | -5798911 | -1901959 |
Avg Bars in Trades | 55 | 64 | 47 | 55 | 64 | 47 |
Avg Bars in Winners | 78 | 85 | 71 | 78 | 85 | 71 |
Avg Bars in Losers | 38 | 49 | 27 | 38 | 49 | 27 |
Bars Traded | 3466 | 2002 | 1464 | 3466 | 2002 | 1464 |
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 | -141831 | 574989 | -249982 | -151037 | -582287 | 428502 |
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{ "first_band": { "type": "zlma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 23, "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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