Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8245577.4378 | 8351429.0884 | -105851.6507 | 238068.8457 | 182734.2255 | 55334.6203 |
Total P&L (%) | 8245.5774 | 8351.4291 | -105.8517 | 238.0688 | 182.7342 | 55.3346 |
Avg Daily Profit (%) | 4.1994 | 4.2533 | -0.0539 | 0.0621 | 0.0529 | 0.0224 |
Buy And Hold Return (%) | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 |
Max Trade Drawdown | -291543 | -81219 | -192141 | -316402 | -214224 | -197694 |
Profit Factor | 13.7358 | 28.3511 | 0.6906 | 1.2109 | 1.3296 | 1.0964 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 32.8125 | 37.5 | 28.125 | 32.8125 | 37.5 | 28.125 |
Ratio Avg Win / Avg Loss | 28.1256 | 47.2519 | 1.7648 | 2.4796 | 2.2159 | 2.8019 |
Largest Winning Trade | 8402000 | 8402000 | 60100 | 195357 | 195357 | 146951 |
Largest Losing Trade | -59095 | -59095 | -37785 | -131680 | -131680 | -129720 |
Avg Bars in Trades | 117 | 113 | 121 | 117 | 113 | 121 |
Avg Bars in Winners | 228 | 212 | 249 | 228 | 212 | 249 |
Avg Bars in Losers | 63 | 54 | 71 | 63 | 54 | 71 |
Bars Traded | 7535 | 3637 | 3898 | 7535 | 3637 | 3898 |
Profit Streak | 0 | 0 | 603.7202 | 0 | 0 | 603.7202 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127464 | 653732 | -593115 | -425654 | -291506 | -457179 |
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{ "first_band": { "type": "bbm", "factors": { "length": 101, "offset": 0, "std": 3.03682 } }, "second_band": { "type": "zlma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 101, "offset": 0, "std": 3.03682 } }, "second_band": { "type": "zlma", "factors": { "length": 145, "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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