Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317347.2331 | 455231.1546 | -137883.9215 | -96510.6489 | 42930.2662 | -139440.9151 |
Total P&L (%) | 317.3472 | 455.2312 | -137.8839 | -96.5106 | 42.9303 | -139.4409 |
Avg Daily Profit (%) | 0.1701 | 0.244 | -0.0739 | -0.1797 | 0.0192 | 0 |
Buy And Hold Return (%) | 80.347 | 80.347 | 80.347 | 80.347 | 80.347 | 80.347 |
Max Trade Drawdown | -240075 | -134294 | -145955 | -68032 | -34147 | -58940 |
Profit Factor | 1.3177 | 2.025 | 0.7514 | 0.7189 | 1.3889 | 0.4013 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 45.1613 | 43.4783 | 46.8085 | 45.1613 | 43.4783 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.6001 | 2.6325 | 0.8539 | 0.8729 | 1.8056 | 0.456 |
Largest Winning Trade | 154422 | 154422 | 61264 | 27563 | 27563 | 14891 |
Largest Losing Trade | -87848 | -61240 | -87848 | -87848 | -13781 | -87848 |
Avg Bars in Trades | 57 | 62 | 51 | 57 | 62 | 51 |
Avg Bars in Winners | 67 | 69 | 65 | 67 | 69 | 65 |
Avg Bars in Losers | 48 | 56 | 40 | 48 | 56 | 40 |
Bars Traded | 5320 | 2878 | 2442 | 5320 | 2878 | 2442 |
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 | 171665 | 305783 | -581938 | -582411 | -333773 | -581938 |
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{ "first_band": { "type": "zlma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 200, "offset": 0, "std": 4.31767 } } }
# | 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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