Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465118.6083 | 647280.791 | -182162.1827 | -92195.1954 | -41588.4771 | -50606.7183 |
Total P&L (%) | 465.1186 | 647.2808 | -182.1622 | -92.1952 | -41.5885 | -50.6067 |
Avg Daily Profit (%) | 0.2015 | 0.2805 | -0.0789 | -0.1105 | -0.0233 | -0.0306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257454 | -101790 | -293220 | -99801 | -62140 | -48975 |
Profit Factor | 1.3669 | 2.1419 | 0.7401 | 0.6455 | 0.6849 | 0.6049 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Losing Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Profitability (%) | 44.2424 | 48.1928 | 40.2439 | 44.2424 | 48.1928 | 40.2439 |
Ratio Avg Win / Avg Loss | 1.7227 | 2.3026 | 1.0989 | 0.8135 | 0.7363 | 0.8982 |
Largest Winning Trade | 489086 | 489086 | 78548 | 23919 | 23919 | 18225 |
Largest Losing Trade | -61445 | -61445 | -55863 | -48761 | -48761 | -24314 |
Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Winners | 58 | 43 | 76 | 58 | 43 | 76 |
Avg Bars in Losers | 45 | 37 | 52 | 45 | 37 | 52 |
Bars Traded | 8474 | 3373 | 5101 | 8474 | 3373 | 5101 |
Profit Streak | 15.8375 | 84.3375 | 0 | 15.8375 | 84.3375 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303935 | 472667 | -587363 | -581573 | -580448 | -589030 |
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{ "first_band": { "type": "pwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 234, "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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