Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1926182.9411 | 1911936.6211 | 14246.32 | 945856.5732 | 231981.1631 | 713875.4101 |
Total P&L (%) | 1926.1829 | 1911.9366 | 14.2463 | 945.8566 | 231.9812 | 713.8754 |
Avg Daily Profit (%) | 1.0248 | 1.0173 | 0.0076 | 0.125 | 0.0639 | 0.1116 |
Buy And Hold Return (%) | 301.9174 | 301.9174 | 301.9174 | 301.9174 | 301.9174 | 301.9174 |
Max Trade Drawdown | -145973 | -112293 | -126773 | -2094978 | -1627940 | -792143 |
Profit Factor | 3.4733 | 5.6507 | 1.0387 | 1.115 | 1.0516 | 1.1915 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 34.507 | 26.7606 | 42.2535 | 34.507 | 26.7606 | 42.2535 |
Ratio Avg Win / Avg Loss | 6.5921 | 15.465 | 1.4196 | 2.1163 | 2.8781 | 1.6283 |
Largest Winning Trade | 1405081 | 1405081 | 56980 | 1303054 | 1303054 | 585904 |
Largest Losing Trade | -30731 | -21695 | -30731 | -476374 | -409780 | -476374 |
Avg Bars in Trades | 25 | 22 | 29 | 25 | 22 | 29 |
Avg Bars in Winners | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 3687 | 1569 | 2118 | 3687 | 1569 | 2118 |
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 | 511908 | -87553 | -616078 | -126991 | -544794 | -146533 |
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{ "first_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 2.41336 } }, "second_band": { "type": "zlma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 2.41336 } }, "second_band": { "type": "zlma", "factors": { "length": 34, "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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