Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210911.2146 | 293939.8409 | -83028.6263 | -15424.2678 | 27668.2593 | -43092.5271 |
Total P&L (%) | 210.9112 | 293.9398 | -83.0286 | -15.4243 | 27.6683 | -43.0925 |
Avg Daily Profit (%) | 0.1088 | 0.1516 | -0.0428 | -0.0086 | 0.0126 | -0.0291 |
Buy And Hold Return (%) | 18.2523 | 18.2523 | 18.2523 | 18.2523 | 18.2523 | 18.2523 |
Max Trade Drawdown | -318957 | -128082 | -384205 | -481103 | -122668 | -418983 |
Profit Factor | 1.1254 | 1.4277 | 0.9165 | 0.9894 | 1.0518 | 0.9532 |
Total Trades | 461 | 231 | 230 | 461 | 231 | 230 |
Winning Trades | 267 | 132 | 135 | 265 | 128 | 137 |
Losing Trades | 194 | 99 | 95 | 196 | 103 | 93 |
Profitability (%) | 57.9176 | 57.1429 | 58.6957 | 57.4837 | 55.4113 | 59.5652 |
Ratio Avg Win / Avg Loss | 0.8177 | 1.0707 | 0.6449 | 0.7318 | 0.8464 | 0.6471 |
Largest Winning Trade | 49202 | 49202 | 32668 | 265372 | 50419 | 265372 |
Largest Losing Trade | -162465 | -32593 | -162465 | -318934 | -40677 | -318934 |
Avg Bars in Trades | 49 | 41 | 57 | 49 | 41 | 57 |
Avg Bars in Winners | 39 | 27 | 51 | 42 | 30 | 53 |
Avg Bars in Losers | 62 | 60 | 65 | 59 | 55 | 63 |
Bars Traded | 22863 | 9624 | 13239 | 22863 | 9624 | 13239 |
Profit Streak | 0 | 0 | 26.9935 | 0 | 0 | 26.9935 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128579 | 347414 | -578461 | -577398 | -349952 | -578348 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 225, "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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