Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392410.6873 | 332656.4976 | 59754.1897 | 27530.6803 | 240121.3739 | -212590.6937 |
Total P&L (%) | 392.4107 | 332.6565 | 59.7542 | 27.5307 | 240.1214 | -212.5907 |
Avg Daily Profit (%) | 0.1705 | 0.1446 | 0.026 | 0.0106 | 0.0532 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243646 | -163607 | -230359 | -429083 | -138005 | -470632 |
Profit Factor | 1.4584 | 1.8347 | 1.1306 | 1.0242 | 1.5632 | 0.7009 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Profitability (%) | 45.9854 | 48.5294 | 43.4783 | 45.9854 | 48.5294 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.7131 | 1.9459 | 1.4698 | 1.203 | 1.658 | 0.9112 |
Largest Winning Trade | 241286 | 241286 | 61058 | 110972 | 105847 | 110972 |
Largest Losing Trade | -54446 | -39327 | -54446 | -239694 | -85548 | -239694 |
Avg Bars in Trades | 32 | 42 | 22 | 32 | 42 | 22 |
Avg Bars in Winners | 33 | 41 | 25 | 33 | 41 | 25 |
Avg Bars in Losers | 31 | 44 | 19 | 31 | 44 | 19 |
Bars Traded | 4460 | 2916 | 1544 | 4460 | 2916 | 1544 |
Profit Streak | 0 | 11.8498 | 0 | 0 | 11.8498 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300020 | -105969 | -339940 | -377140 | -228454 | -684994 |
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{ "first_band": { "type": "zlma", "factors": { "length": 29, "offset": 22 } }, "second_band": { "type": "midprice", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 29, "offset": 22 } }, "second_band": { "type": "midprice", "factors": { "length": 88, "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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