Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1543184.4651 | 1418762.2202 | 124422.2449 | 13912534.4963 | 14235260.2143 | -322725.718 |
Total P&L (%) | 1543.1845 | 1418.7622 | 124.4222 | 13912.5345 | 14235.2602 | -322.7257 |
Avg Daily Profit (%) | 0.8493 | 0.7808 | 0.0685 | 0.2724 | 0.2736 | 0 |
Buy And Hold Return (%) | 597.8676 | 597.8676 | 597.8676 | 597.8676 | 597.8676 | 597.8676 |
Max Trade Drawdown | -80263 | -66072 | -55700 | -22937958 | -15919977 | -14237249 |
Profit Factor | 3.4866 | 6.1433 | 1.3609 | 1.1833 | 1.4109 | 0.9922 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 34.4 | 32.2581 | 36.5079 | 34.4 | 32.2581 | 36.5079 |
Ratio Avg Win / Avg Loss | 6.6488 | 12.9008 | 2.3668 | 2.2565 | 2.9628 | 1.7255 |
Largest Winning Trade | 861428 | 861428 | 74108 | 15873124 | 15873124 | 11232034 |
Largest Losing Trade | -33259 | -17479 | -33259 | -4859155 | -4488516 | -4859155 |
Avg Bars in Trades | 43 | 39 | 46 | 43 | 39 | 46 |
Avg Bars in Winners | 84 | 78 | 89 | 84 | 78 | 89 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 5377 | 2424 | 2953 | 5377 | 2424 | 2953 |
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 | 383733 | -144229 | -417919 | -14901 | -150818 | -730205 |
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{ "first_band": { "type": "midprice", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "zlma", "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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