Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499342.2244 | 1499603.5162 | -261.2918 | 15195557.0147 | 28004604.8019 | -12809047.7872 |
Total P&L (%) | 1499.3422 | 1499.6035 | -0.2613 | 15195.557 | 28004.6048 | -12809.0478 |
Avg Daily Profit (%) | 0.8018 | 0.8019 | -0.0001 | 0.2694 | 0.302 | 0 |
Buy And Hold Return (%) | 10106.3176 | 10106.3176 | 10106.3176 | 10106.3176 | 10106.3176 | 10106.3176 |
Max Trade Drawdown | -99432 | -85428 | -99641 | -16989499 | -4105548 | -17387692 |
Profit Factor | 4.2046 | 8.904 | 0.9991 | 1.3563 | 3.0085 | 0.5537 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 44.5946 | 45.9459 | 43.2432 | 44.5946 | 45.9459 | 43.2432 |
Ratio Avg Win / Avg Loss | 5.2239 | 10.4753 | 1.3113 | 1.6851 | 3.5394 | 0.7268 |
Largest Winning Trade | 718166 | 718166 | 59470 | 15787628 | 15787628 | 4606980 |
Largest Losing Trade | -40172 | -38474 | -40172 | -9255078 | -1810187 | -9255078 |
Avg Bars in Trades | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Winners | 115 | 121 | 109 | 115 | 121 | 109 |
Avg Bars in Losers | 34 | 39 | 30 | 34 | 39 | 30 |
Bars Traded | 5246 | 2861 | 2384 | 5246 | 2861 | 2384 |
Profit Streak | 31.7161 | 36.3828 | 0 | 31.7161 | 36.3828 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -215737 | -145109 | -581733 | -70368 | 371287 | -583400 |
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{ "first_band": { "type": "zlma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 15, "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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