Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361380.0056 | 242369.0368 | 119010.9688 | 75352.9599 | 255724.8243 | -180371.8643 |
Total P&L (%) | 361.38 | 242.369 | 119.011 | 75.353 | 255.7248 | -180.3719 |
Avg Daily Profit (%) | 0.2069 | 0.1387 | 0.0681 | 0.0322 | 0.0727 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128356 | -92380 | -113115 | -556039 | -380720 | -677107 |
Profit Factor | 1.2994 | 1.4478 | 1.1788 | 1.0209 | 1.1608 | 0.9107 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 139 | 62 | 77 | 139 | 62 | 77 |
Losing Trades | 146 | 81 | 65 | 146 | 81 | 65 |
Profitability (%) | 48.7719 | 43.3566 | 54.2254 | 48.7719 | 43.3566 | 54.2254 |
Ratio Avg Win / Avg Loss | 1.3648 | 1.8915 | 0.9951 | 1.0723 | 1.5165 | 0.7687 |
Largest Winning Trade | 89224 | 89224 | 50165 | 282388 | 282388 | 125931 |
Largest Losing Trade | -50028 | -31963 | -50028 | -287595 | -124877 | -287595 |
Avg Bars in Trades | 17 | 11 | 24 | 17 | 11 | 24 |
Avg Bars in Winners | 20 | 10 | 28 | 20 | 10 | 28 |
Avg Bars in Losers | 15 | 12 | 19 | 15 | 12 | 19 |
Bars Traded | 5118 | 1674 | 3444 | 5118 | 1674 | 3444 |
Profit Streak | 0 | 0 | 16.9175 | 0 | 0 | 16.9175 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325828 | -8210 | -126320 | -346208 | -140986 | -579559 |
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{ "first_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 60, "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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