Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637631.7004 | 603859.4988 | 33772.2016 | 476120.031 | -6603898.9675 | 7080018.9985 |
Total P&L (%) | 637.6317 | 603.8595 | 33.7722 | 476.12 | -6603.899 | 7080.019 |
Avg Daily Profit (%) | 0.2938 | 0.2782 | 0.0156 | 0.0807 | 0 | 0.1971 |
Buy And Hold Return (%) | 189.5229 | 189.5229 | 189.5229 | 189.5229 | 189.5229 | 189.5229 |
Max Trade Drawdown | -230658 | -194361 | -203666 | -34805238 | -34639970 | -9830955 |
Profit Factor | 1.3332 | 1.4909 | 1.0494 | 1.0044 | 0.9176 | 1.2616 |
Total Trades | 559 | 280 | 279 | 559 | 280 | 279 |
Winning Trades | 322 | 155 | 167 | 322 | 155 | 167 |
Losing Trades | 237 | 125 | 112 | 237 | 125 | 112 |
Profitability (%) | 57.6029 | 55.3571 | 59.8566 | 57.6029 | 55.3571 | 59.8566 |
Ratio Avg Win / Avg Loss | 0.9813 | 1.2023 | 0.7038 | 0.7393 | 0.74 | 0.8461 |
Largest Winning Trade | 91322 | 91322 | 26426 | 12167758 | 12167758 | 4177102 |
Largest Losing Trade | -56086 | -56086 | -31119 | -19219562 | -19219562 | -3402339 |
Avg Bars in Trades | 11 | 18 | 4 | 11 | 18 | 4 |
Avg Bars in Winners | 9 | 15 | 3 | 9 | 15 | 3 |
Avg Bars in Losers | 14 | 23 | 5 | 14 | 23 | 5 |
Bars Traded | 6453 | 5218 | 1235 | 6453 | 5218 | 1235 |
Profit Streak | 1.717 | 5.717 | 0 | 1.717 | 5.717 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 235077 | 362368 | -503221 | -304178 | -577723 | 311583 |
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{ "first_band": { "type": "dcl", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 35, "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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