Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923250.9221 | 909289.7854 | 13961.1367 | 524255.01 | 811538.7443 | -287283.7343 |
Total P&L (%) | 923.2509 | 909.2898 | 13.9611 | 524.255 | 811.5387 | -287.2837 |
Avg Daily Profit (%) | 0.3691 | 0.3635 | 0.0056 | 0.0732 | 0.0884 | 0 |
Buy And Hold Return (%) | 283.474 | 283.474 | 283.474 | 283.474 | 283.474 | 283.474 |
Max Trade Drawdown | -101004 | -74538 | -57154 | -1402565 | -792947 | -668618 |
Profit Factor | 3.1473 | 5.3769 | 1.0628 | 1.1783 | 1.6039 | 0.82 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 35.4839 | 32.2581 | 38.7097 | 35.4839 | 32.2581 | 38.7097 |
Ratio Avg Win / Avg Loss | 5.7224 | 11.2915 | 1.6828 | 2.1425 | 3.3683 | 1.2983 |
Largest Winning Trade | 824949 | 824949 | 38095 | 1160929 | 1160929 | 317864 |
Largest Losing Trade | -51242 | -30228 | -51242 | -528364 | -258187 | -528364 |
Avg Bars in Trades | 233 | 213 | 254 | 233 | 213 | 254 |
Avg Bars in Winners | 456 | 443 | 467 | 456 | 443 | 467 |
Avg Bars in Losers | 110 | 103 | 119 | 110 | 103 | 119 |
Bars Traded | 14492 | 6603 | 7889 | 14492 | 6603 | 7889 |
Profit Streak | 82.8264 | 147.6597 | 0 | 82.8264 | 147.6597 | 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 | -151250 | 309703 | -505877 | -289728 | -80717 | -583541 |
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{ "first_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 3.90616 } }, "second_band": { "type": "zlma", "factors": { "length": 239, "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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