Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879796.5299 | 706570.7402 | 173225.7897 | 655086.375 | -612018.6241 | 1267104.9992 |
Total P&L (%) | 879.7965 | 706.5707 | 173.2258 | 655.0864 | -612.0186 | 1267.105 |
Avg Daily Profit (%) | 0.5973 | 0.4797 | 0.1176 | 0.1373 | 0 | 0.1777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158737 | -145097 | -77581 | -1771123 | -1713604 | -1118151 |
Profit Factor | 2.0129 | 2.3311 | 1.5129 | 1.06 | 0.9107 | 1.312 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Profitability (%) | 30.3867 | 23.0769 | 37.7778 | 30.3867 | 23.0769 | 37.7778 |
Ratio Avg Win / Avg Loss | 4.6114 | 7.7703 | 2.4918 | 2.4284 | 3.0358 | 2.161 |
Largest Winning Trade | 529521 | 529521 | 59533 | 1260067 | 1260067 | 517769 |
Largest Losing Trade | -30991 | -30991 | -19359 | -498068 | -498068 | -285137 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 30 | 34 | 28 | 30 | 34 | 28 |
Avg Bars in Losers | 9 | 10 | 7 | 9 | 10 | 7 |
Bars Traded | 2848 | 1469 | 1379 | 2848 | 1469 | 1379 |
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 | 318844 | -23456 | -38298 | -169079 | -616324 | 155760 |
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{ "first_band": { "type": "zlma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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