Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1588420.1931 | 1516981.4821 | 71438.7111 | 47339789.3747 | 36545508.2848 | 10794281.0899 |
Total P&L (%) | 1588.4202 | 1516.9815 | 71.4387 | 47339.7894 | 36545.5083 | 10794.2811 |
Avg Daily Profit (%) | 0.7024 | 0.6708 | 0.0316 | 0.2729 | 0.2614 | 0.2077 |
Buy And Hold Return (%) | 11949.7717 | 11949.7717 | 11949.7717 | 11949.7717 | 11949.7717 | 11949.7717 |
Max Trade Drawdown | -100690 | -92364 | -105344 | -20804169 | -8887827 | -15630304 |
Profit Factor | 4.417 | 8.317 | 1.2774 | 1.9002 | 2.3982 | 1.4081 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 53.0864 | 57.5 | 48.7805 | 53.0864 | 57.5 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.9034 | 6.1473 | 1.3413 | 1.6792 | 1.7726 | 1.4785 |
Largest Winning Trade | 589100 | 589100 | 55359 | 23931320 | 23931320 | 14237416 |
Largest Losing Trade | -53428 | -29790 | -53428 | -7917921 | -5275552 | -7917921 |
Avg Bars in Trades | 78 | 87 | 70 | 78 | 87 | 70 |
Avg Bars in Winners | 113 | 119 | 107 | 113 | 119 | 107 |
Avg Bars in Losers | 38 | 43 | 34 | 38 | 43 | 34 |
Bars Traded | 6357 | 3484 | 2873 | 6357 | 3484 | 2873 |
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 | -161955 | -144187 | -316955 | -5865 | 398608 | -157368 |
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{ "first_band": { "type": "zlma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "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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