Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412034.429 | 370589.1247 | 41445.3043 | 141364.5938 | 75578.1754 | 65786.4184 |
Total P&L (%) | 412.0344 | 370.5891 | 41.4453 | 141.3646 | 75.5782 | 65.7864 |
Avg Daily Profit (%) | 0.2193 | 0.1973 | 0.0221 | 0.0469 | 0.03 | 0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112427 | -76465 | -108267 | -295393 | -247337 | -148230 |
Profit Factor | 1.6308 | 2.1492 | 1.1253 | 1.0919 | 1.0962 | 1.0874 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 42.9752 | 36.6667 | 49.1803 | 42.9752 | 36.6667 | 49.1803 |
Ratio Avg Win / Avg Loss | 2.164 | 3.7123 | 1.1628 | 1.4489 | 1.8934 | 1.1236 |
Largest Winning Trade | 282403 | 282403 | 55430 | 145926 | 145926 | 92715 |
Largest Losing Trade | -35958 | -32189 | -35958 | -108373 | -65448 | -108373 |
Avg Bars in Trades | 91 | 79 | 103 | 91 | 79 | 103 |
Avg Bars in Winners | 128 | 103 | 147 | 128 | 103 | 147 |
Avg Bars in Losers | 64 | 66 | 61 | 64 | 66 | 61 |
Bars Traded | 11115 | 4797 | 6318 | 11115 | 4797 | 6318 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304681 | -162957 | -410157 | -252109 | -441095 | -443584 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 111, "offset": 0 } } }
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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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