Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154478.9027 | 82750.6726 | 71728.23 | 284726.4709 | 171233.2042 | 113493.2668 |
Total P&L (%) | 154.4789 | 82.7507 | 71.7282 | 284.7265 | 171.2332 | 113.4933 |
Avg Daily Profit (%) | 1.1121 | 0.5957 | 0.5164 | 0.9747 | 0.7209 | 0.5475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25332 | -24827 | -25917 | -66375 | -27240 | -82441 |
Profit Factor | 1.7592 | 1.8633 | 1.6665 | 1.8182 | 2.3008 | 1.5246 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 65.445 | 63.5417 | 67.3684 | 65.445 | 63.5417 | 67.3684 |
Ratio Avg Win / Avg Loss | 0.9289 | 1.0691 | 0.8072 | 0.96 | 1.3201 | 0.7385 |
Largest Winning Trade | 13833 | 13833 | 12707 | 31908 | 26741 | 31908 |
Largest Losing Trade | -20497 | -18211 | -20497 | -54238 | -19579 | -54238 |
Avg Bars in Trades | 67 | 65 | 69 | 67 | 65 | 69 |
Avg Bars in Winners | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Losers | 86 | 78 | 94 | 86 | 78 | 94 |
Bars Traded | 12904 | 6329 | 6575 | 12904 | 6329 | 6575 |
Profit Streak | 136.8308 | 136.8308 | 142.0079 | 136.8308 | 136.8308 | 142.0079 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567339 | 492282 | 450094 | 567142 | 561189 | 438453 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 60, "offset": 107 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 60, "offset": 107 } } }
# | 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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