Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882519.0135 | 768422.7349 | 114096.2786 | 4580646.828 | 4010268.8141 | 570378.0139 |
Total P&L (%) | 882.519 | 768.4227 | 114.0963 | 4580.6468 | 4010.2688 | 570.378 |
Avg Daily Profit (%) | 0.3522 | 0.3067 | 0.0455 | 0.1536 | 0.1484 | 0.076 |
Buy And Hold Return (%) | 240.1007 | 240.1007 | 240.1007 | 240.1007 | 240.1007 | 240.1007 |
Max Trade Drawdown | -90577 | -85807 | -59869 | -2980433 | -2216005 | -1460295 |
Profit Factor | 2.175 | 2.8197 | 1.347 | 1.3399 | 1.5227 | 1.0983 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 43.9306 | 37.2093 | 50.5747 | 43.9306 | 37.2093 | 50.5747 |
Ratio Avg Win / Avg Loss | 2.776 | 4.7583 | 1.3164 | 1.7101 | 2.5695 | 1.0733 |
Largest Winning Trade | 404500 | 404500 | 49665 | 3448283 | 3448283 | 932778 |
Largest Losing Trade | -59869 | -24166 | -59869 | -1460295 | -1006446 | -1460295 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 43 | 48 | 39 | 43 | 48 | 39 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 4875 | 2506 | 2369 | 4875 | 2506 | 2369 |
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 | 352439 | 229619 | -297464 | 284528 | 109741 | -207901 |
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{ "first_band": { "type": "zlma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 20, "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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