Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93098.3344 | 16122.3867 | 76975.9477 | 122326.8879 | 34816.4868 | 87510.4011 |
Total P&L (%) | 93.0983 | 16.1224 | 76.9759 | 122.3269 | 34.8165 | 87.5104 |
Avg Daily Profit (%) | 0.3575 | 0.0619 | 0.2956 | 0.3073 | 0.1148 | 0.2417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29391 | -25397 | -13958 | -29478 | -24410 | -21451 |
Profit Factor | 1.7032 | 1.1961 | 2.5349 | 1.7593 | 1.3876 | 2.228 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 75.2809 | 70.4545 | 80 | 75.2809 | 70.4545 | 80 |
Ratio Avg Win / Avg Loss | 0.5593 | 0.5016 | 0.6337 | 0.5777 | 0.5819 | 0.557 |
Largest Winning Trade | 9628 | 8009 | 9628 | 11692 | 10362 | 11692 |
Largest Losing Trade | -25397 | -25397 | -9898 | -22866 | -22866 | -21451 |
Avg Bars in Trades | 267 | 297 | 238 | 267 | 297 | 238 |
Avg Bars in Winners | 168 | 181 | 156 | 168 | 181 | 156 |
Avg Bars in Losers | 569 | 574 | 563 | 569 | 574 | 563 |
Bars Traded | 23810 | 13096 | 10714 | 23810 | 13096 | 10714 |
Profit Streak | 10.2573 | 27.5906 | 10.2573 | 10.2573 | 27.5906 | 10.2573 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464928 | -123453 | 493545 | 453373 | -40678 | 455636 |
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{ "first_band": { "type": "zlma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 235, "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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