Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797616.2306 | 487917.0114 | 309699.2192 | 6976114.9898 | -230417.7768 | 7206532.7666 |
Total P&L (%) | 797.6162 | 487.917 | 309.6992 | 6976.115 | -230.4178 | 7206.5328 |
Avg Daily Profit (%) | 0.4411 | 0.2698 | 0.1713 | 0.2358 | 0 | 0.2376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68405 | -102648 | -32502 | -7310090 | -5525860 | -2084704 |
Profit Factor | 2.1216 | 2.0917 | 2.172 | 1.2824 | 0.9852 | 1.7873 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 80 | 32 | 48 | 80 | 32 | 48 |
Losing Trades | 180 | 98 | 82 | 180 | 98 | 82 |
Profitability (%) | 30.7692 | 24.6154 | 36.9231 | 30.7692 | 24.6154 | 36.9231 |
Ratio Avg Win / Avg Loss | 4.7735 | 6.4059 | 3.7105 | 2.8854 | 3.0171 | 3.0532 |
Largest Winning Trade | 297329 | 297329 | 64658 | 4114168 | 4114168 | 3668384 |
Largest Losing Trade | -28401 | -28401 | -12186 | -2345330 | -2345330 | -988166 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 45 | 55 | 37 | 45 | 55 | 37 |
Avg Bars in Losers | 8 | 11 | 6 | 8 | 11 | 6 |
Bars Traded | 5217 | 2876 | 2341 | 5217 | 2876 | 2341 |
Profit Streak | 11.9337 | 23.9337 | 0 | 11.9337 | 23.9337 | 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 | 321009 | -18215 | 233662 | 151741 | -608410 | 242342 |
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{ "first_band": { "type": "zlma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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