Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111504.5379 | 1001341.8527 | 110162.6852 | 4157483.0367 | 5162882.2936 | -1005399.2569 |
Total P&L (%) | 1111.5045 | 1001.3419 | 110.1627 | 4157.483 | 5162.8823 | -1005.3993 |
Avg Daily Profit (%) | 0.6138 | 0.5529 | 0.0608 | 0.2074 | 0.2191 | 0 |
Buy And Hold Return (%) | 196.2922 | 196.2922 | 196.2922 | 196.2922 | 196.2922 | 196.2922 |
Max Trade Drawdown | -124091 | -74279 | -61277 | -8360006 | -5494084 | -3262010 |
Profit Factor | 3.2971 | 4.8897 | 1.4865 | 1.2523 | 1.6081 | 0.8741 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 44.2308 | 38.4615 | 50 | 44.2308 | 38.4615 | 50 |
Ratio Avg Win / Avg Loss | 4.1572 | 7.8236 | 1.4865 | 1.579 | 2.573 | 0.8741 |
Largest Winning Trade | 558916 | 558916 | 70308 | 4683294 | 4683294 | 1313905 |
Largest Losing Trade | -58811 | -40346 | -58811 | -1636813 | -1636813 | -1387551 |
Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Winners | 54 | 61 | 49 | 54 | 61 | 49 |
Avg Bars in Losers | 17 | 12 | 23 | 17 | 12 | 23 |
Bars Traded | 3531 | 1629 | 1902 | 3531 | 1629 | 1902 |
Profit Streak | 0 | 113.1779 | 0 | 0 | 113.1779 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540683 | -166082 | -456309 | 253347 | -172339 | -760833 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 61 } }, "second_band": { "type": "zlma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 61 } }, "second_band": { "type": "zlma", "factors": { "length": 41, "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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