Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97476.8215 | 60951.143 | 36525.6785 | 127648.4268 | 74346.7382 | 53301.6886 |
Total P&L (%) | 97.4768 | 60.9511 | 36.5257 | 127.6484 | 74.3467 | 53.3017 |
Avg Daily Profit (%) | 1.1229 | 0.7021 | 0.4208 | 0.9521 | 0.6424 | 0.4934 |
Buy And Hold Return (%) | 31.3166 | 31.3166 | 31.3166 | 31.3166 | 31.3166 | 31.3166 |
Max Trade Drawdown | -28945 | -19924 | -13901 | -31401 | -22123 | -20794 |
Profit Factor | 1.9222 | 2.1939 | 1.6683 | 1.995 | 2.2318 | 1.7845 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 41.5254 | 44.0678 | 38.9831 | 41.5254 | 44.0678 | 38.9831 |
Ratio Avg Win / Avg Loss | 2.7067 | 2.7846 | 2.6112 | 2.8092 | 2.8327 | 2.7932 |
Largest Winning Trade | 40189 | 40189 | 33466 | 57081 | 48997 | 57081 |
Largest Losing Trade | -6880 | -4247 | -6880 | -12684 | -7566 | -12684 |
Avg Bars in Trades | 205 | 203 | 207 | 205 | 203 | 207 |
Avg Bars in Winners | 350 | 352 | 349 | 350 | 352 | 349 |
Avg Bars in Losers | 103 | 87 | 117 | 103 | 87 | 117 |
Bars Traded | 24302 | 12032 | 12270 | 24302 | 12032 | 12270 |
Profit Streak | 4.7 | 0 | 4.9882 | 4.7 | 0 | 4.9882 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330274 | -171815 | -283843 | 360827 | -169679 | -177845 |
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{ "first_band": { "type": "t3", "factors": { "length": 84, "offset": 0, "a": 0.08737 } }, "second_band": { "type": "zlma", "factors": { "length": 136, "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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