Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544566.6728 | 266240.7764 | 278325.8964 | 2748484.3569 | -165881.6766 | 2914366.0335 |
Total P&L (%) | 544.5667 | 266.2408 | 278.3259 | 2748.4844 | -165.8817 | 2914.366 |
Avg Daily Profit (%) | 0.3017 | 0.1475 | 0.1542 | 0.1857 | 0 | 0.1889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69537 | -87258 | -43058 | -1963645 | -1208794 | -754851 |
Profit Factor | 2.6566 | 2.4255 | 2.9607 | 1.4932 | 0.9503 | 2.3028 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 61.6667 | 60 | 63.3333 | 61.6667 | 60 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.6514 | 1.617 | 1.7141 | 0.9282 | 0.6335 | 1.3332 |
Largest Winning Trade | 101915 | 101915 | 68294 | 876356 | 499445 | 876356 |
Largest Losing Trade | -42403 | -31092 | -42403 | -875532 | -875532 | -526710 |
Avg Bars in Trades | 167 | 98 | 236 | 167 | 98 | 236 |
Avg Bars in Winners | 203 | 112 | 288 | 203 | 112 | 288 |
Avg Bars in Losers | 110 | 77 | 146 | 110 | 77 | 146 |
Bars Traded | 10056 | 2954 | 7102 | 10056 | 2954 | 7102 |
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 | -158013 | 350397 | 524327 | -164473 | -579529 | 464292 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 157, "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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