Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46237.3165 | 371464.2182 | -325226.9017 | -405305.3649 | 4153947.8043 | -4559253.1692 |
Total P&L (%) | 46.2373 | 371.4642 | -325.2269 | -405.3054 | 4153.9478 | -4559.2532 |
Avg Daily Profit (%) | 0.0209 | 0.168 | -0.1471 | 0 | 0.1698 | 0 |
Buy And Hold Return (%) | 242.0234 | 242.0234 | 242.0234 | 242.0234 | 242.0234 | 242.0234 |
Max Trade Drawdown | -500402 | -95582 | -425556 | -6551093 | -542633 | -6551093 |
Profit Factor | 1.0476 | 2.335 | 0.5303 | 0.9566 | 4.1896 | 0.4327 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 18 | 14 | 36 | 18 | 18 |
Losing Trades | 33 | 14 | 19 | 29 | 14 | 15 |
Profitability (%) | 49.2308 | 56.25 | 42.4242 | 55.3846 | 56.25 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.0804 | 1.8161 | 0.7197 | 0.7706 | 3.2586 | 0.3606 |
Largest Winning Trade | 139470 | 139470 | 57371 | 1729524 | 1729524 | 1516250 |
Largest Losing Trade | -345880 | -37137 | -345880 | -6551093 | -312905 | -6551093 |
Avg Bars in Trades | 65 | 50 | 79 | 65 | 50 | 79 |
Avg Bars in Winners | 79 | 50 | 115 | 49 | 50 | 48 |
Avg Bars in Losers | 51 | 49 | 53 | 84 | 49 | 116 |
Bars Traded | 4230 | 1604 | 2626 | 4230 | 1604 | 2626 |
Profit Streak | 0 | 0 | 0 | 134.0541 | 275.5541 | 134.0541 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -635131 | 92957 | -583748 | -714630 | 615871 | -578862 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 39, "offset": 7 } } }
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# | 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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