Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -816815.3905 | 103644.483 | -920459.8736 | -101472.7633 | 1813660.66 | -1915133.4233 |
Total P&L (%) | -816.8154 | 103.6445 | -920.4599 | -101.4728 | 1813.6607 | -1915.1334 |
Avg Daily Profit (%) | -0.4345 | 0.0551 | -0.4896 | 0 | 0.1571 | 0 |
Buy And Hold Return (%) | 522.5327 | 522.5327 | 522.5327 | 522.5327 | 522.5327 | 522.5327 |
Max Trade Drawdown | -982387 | -171570 | -924609 | -1341697 | -19732 | -2257401 |
Profit Factor | 0.4776 | 1.3067 | 0.2491 | 0.9671 | 33.4359 | 0.3679 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 16 | 24 | 36 | 25 | 11 |
Losing Trades | 36 | 22 | 14 | 40 | 13 | 27 |
Profitability (%) | 52.6316 | 42.1053 | 63.1579 | 47.3684 | 65.7895 | 28.9474 |
Ratio Avg Win / Avg Loss | 0.4299 | 1.7967 | 0.1453 | 1.0746 | 17.3867 | 0.9031 |
Largest Winning Trade | 145001 | 145001 | 32399 | 591991 | 563310 | 591991 |
Largest Losing Trade | -578777 | -59213 | -578777 | -1341697 | -19732 | -1341697 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 37 | 30 | 42 | 52 | 52 | 52 |
Avg Bars in Losers | 54 | 51 | 57 | 39 | 25 | 46 |
Bars Traded | 3463 | 1630 | 1833 | 3463 | 1630 | 1833 |
Profit Streak | 42.5281 | 43.0281 | 42.5281 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633227 | -286346 | -578507 | -633912 | 560406 | -593182 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 201, "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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