Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313286.9394 | 325631.533 | -12344.5936 | 53579.0955 | 277348.5072 | -223769.4118 |
Total P&L (%) | 313.2869 | 325.6315 | -12.3446 | 53.5791 | 277.3485 | -223.7694 |
Avg Daily Profit (%) | 0.1678 | 0.1745 | -0.0066 | 0.023 | 0.0712 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99590 | -89213 | -95745 | -269569 | -236552 | -272278 |
Profit Factor | 1.4837 | 2.1426 | 0.966 | 1.038 | 1.4673 | 0.7256 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 43.5294 | 44.186 | 42.8571 | 43.5294 | 44.186 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9247 | 2.7065 | 1.288 | 1.3466 | 1.8534 | 0.9674 |
Largest Winning Trade | 196732 | 196732 | 53449 | 175818 | 175818 | 94342 |
Largest Losing Trade | -35248 | -26363 | -35248 | -98000 | -90515 | -98000 |
Avg Bars in Trades | 122 | 102 | 143 | 122 | 102 | 143 |
Avg Bars in Winners | 190 | 160 | 221 | 190 | 160 | 221 |
Avg Bars in Losers | 71 | 56 | 85 | 71 | 56 | 85 |
Bars Traded | 10449 | 4409 | 6039 | 10449 | 4409 | 6039 |
Profit Streak | 73.9573 | 117.7906 | 0 | 73.9573 | 117.7906 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285561 | 353964 | -581845 | -343676 | -97336 | -583512 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 88, "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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