Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294419.0956 | 81017.1421 | 213401.9535 | 107730.7156 | -185659.1159 | 293389.8315 |
Total P&L (%) | 294.4191 | 81.0171 | 213.402 | 107.7307 | -185.6591 | 293.3898 |
Avg Daily Profit (%) | 0.1777 | 0.0489 | 0.1288 | 0.0441 | 0 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148390 | -152948 | -61353 | -586310 | -507601 | -163355 |
Profit Factor | 1.5098 | 1.2186 | 2.0309 | 1.0829 | 0.7995 | 1.785 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 46.0674 | 40 | 52.2727 | 46.0674 | 40 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.7675 | 1.828 | 1.8543 | 1.2678 | 1.1992 | 1.6298 |
Largest Winning Trade | 106519 | 106519 | 61755 | 242071 | 242071 | 90540 |
Largest Losing Trade | -41440 | -41440 | -26487 | -227872 | -227872 | -63543 |
Avg Bars in Trades | 54 | 36 | 72 | 54 | 36 | 72 |
Avg Bars in Winners | 68 | 40 | 91 | 68 | 40 | 91 |
Avg Bars in Losers | 41 | 33 | 51 | 41 | 33 | 51 |
Bars Traded | 4811 | 1629 | 3182 | 4811 | 1629 | 3182 |
Profit Streak | 0 | 0 | 138.1691 | 0 | 0 | 138.1691 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310164 | -130726 | -15880 | -264583 | -582934 | -77829 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 67, "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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