Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -799487.5333 | 46757.494 | -846245.0272 | -420253.9146 | 5904019.8247 | -6324273.7392 |
Total P&L (%) | -799.4875 | 46.7575 | -846.245 | -420.2539 | 5904.0198 | -6324.2737 |
Avg Daily Profit (%) | -0.3379 | 0.0198 | -0.3576 | 0 | 0.1732 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1161602 | -228193 | -1000834 | -9771087 | -121266 | -9964876 |
Profit Factor | 0.4174 | 1.1581 | 0.2139 | 0.9633 | 14.4549 | 0.425 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 15 | 20 | 33 | 20 | 13 |
Losing Trades | 26 | 15 | 11 | 28 | 10 | 18 |
Profitability (%) | 57.377 | 50 | 64.5161 | 54.0984 | 66.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.3101 | 1.1581 | 0.1176 | 0.8173 | 7.2274 | 0.5885 |
Largest Winning Trade | 94065 | 94065 | 54762 | 4042223 | 1982570 | 4042223 |
Largest Losing Trade | -924264 | -55089 | -924264 | -9771087 | -102820 | -9771087 |
Avg Bars in Trades | 105 | 116 | 96 | 105 | 116 | 96 |
Avg Bars in Winners | 56 | 41 | 67 | 126 | 146 | 95 |
Avg Bars in Losers | 172 | 190 | 147 | 82 | 55 | 96 |
Bars Traded | 6464 | 3482 | 2982 | 6464 | 3482 | 2982 |
Profit Streak | 34.9999 | 0 | 35.6665 | 0 | 78.6665 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745279 | -214780 | -578393 | -746246 | 698886 | -583954 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 63, "offset": 234 } } }
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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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