Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491810.4781 | 1483470.3063 | 8340.1718 | 1131805.3869 | 2063256.9638 | -931451.5769 |
Total P&L (%) | 1491.8105 | 1483.4703 | 8.3402 | 1131.8054 | 2063.257 | -931.4516 |
Avg Daily Profit (%) | 0.8218 | 0.8172 | 0.0046 | 0.1384 | 0.1695 | 0 |
Buy And Hold Return (%) | 658.7416 | 658.7416 | 658.7416 | 658.7416 | 658.7416 | 658.7416 |
Max Trade Drawdown | -155947 | -75238 | -85413 | -3465292 | -1494886 | -2035109 |
Profit Factor | 4.0656 | 6.2319 | 1.0411 | 1.1587 | 1.5418 | 0.7196 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 37.931 | 31.0345 | 44.8276 | 37.931 | 31.0345 | 44.8276 |
Ratio Avg Win / Avg Loss | 6.6528 | 13.8486 | 1.2813 | 1.8961 | 3.4262 | 0.8856 |
Largest Winning Trade | 747612 | 747612 | 68301 | 2836375 | 2836375 | 728483 |
Largest Losing Trade | -48455 | -48455 | -32489 | -1357638 | -511047 | -1357638 |
Avg Bars in Trades | 118 | 136 | 101 | 118 | 136 | 101 |
Avg Bars in Winners | 202 | 260 | 161 | 202 | 260 | 161 |
Avg Bars in Losers | 68 | 80 | 52 | 68 | 80 | 52 |
Bars Traded | 6898 | 3953 | 2945 | 6898 | 3953 | 2945 |
Profit Streak | 0 | 147.206 | 0 | 0 | 147.206 | 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 | -169301 | 361150 | -529876 | -245856 | 35555 | -582844 |
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{ "first_band": { "type": "zlma", "factors": { "length": 123, "offset": 166 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 123, "offset": 166 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "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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