Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130149.0929 | 93096.2505 | 37052.8424 | 167420.5481 | 80023.4528 | 87397.0953 |
Total P&L (%) | 130.1491 | 93.0963 | 37.0528 | 167.4205 | 80.0235 | 87.3971 |
Avg Daily Profit (%) | 2.499 | 1.7876 | 0.7115 | 1.9067 | 1.1353 | 1.2133 |
Buy And Hold Return (%) | 30.2757 | 30.2757 | 30.2757 | 30.2757 | 30.2757 | 30.2757 |
Max Trade Drawdown | -27397 | -20359 | -25456 | -89176 | -66459 | -67902 |
Profit Factor | 1.7938 | 2.4487 | 1.3717 | 1.4535 | 1.5367 | 1.3972 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 39.0625 | 34.375 | 43.75 | 39.0625 | 34.375 | 43.75 |
Ratio Avg Win / Avg Loss | 2.7984 | 4.6748 | 1.7636 | 2.2675 | 2.9337 | 1.7964 |
Largest Winning Trade | 52966 | 52966 | 27860 | 75516 | 75516 | 45635 |
Largest Losing Trade | -13865 | -6183 | -13865 | -48117 | -18995 | -48117 |
Avg Bars in Trades | 192 | 59 | 325 | 192 | 59 | 325 |
Avg Bars in Winners | 292 | 65 | 470 | 292 | 65 | 470 |
Avg Bars in Losers | 128 | 55 | 212 | 128 | 55 | 212 |
Bars Traded | 24616 | 3776 | 20840 | 24616 | 3776 | 20840 |
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 | 349157 | -132363 | -226456 | 320114 | -135337 | -132260 |
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{ "first_band": { "type": "zlma", "factors": { "length": 90, "offset": 164 } }, "second_band": { "type": "dcl", "factors": { "length": 117, "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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