Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102391.291 | 84922.562 | 17468.729 | 145767.9284 | 120065.0063 | 25702.9221 |
Total P&L (%) | 102.3913 | 84.9226 | 17.4687 | 145.7679 | 120.065 | 25.7029 |
Avg Daily Profit (%) | 1.1795 | 0.9783 | 0.2012 | 1.0412 | 0.9127 | 0.2639 |
Buy And Hold Return (%) | 65.7212 | 65.7212 | 65.7212 | 65.7212 | 65.7212 | 65.7212 |
Max Trade Drawdown | -20694 | -10439 | -12918 | -43343 | -22027 | -26674 |
Profit Factor | 2.5869 | 4.194 | 1.4605 | 2.1223 | 3.2265 | 1.3384 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 49.1803 | 54.8387 | 43.3333 | 49.1803 | 54.8387 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.6731 | 3.4539 | 1.9099 | 2.193 | 2.6571 | 1.7502 |
Largest Winning Trade | 36220 | 36220 | 10199 | 44003 | 44003 | 21262 |
Largest Losing Trade | -7076 | -4898 | -7076 | -13930 | -10702 | -13930 |
Avg Bars in Trades | 391 | 451 | 329 | 391 | 451 | 329 |
Avg Bars in Winners | 607 | 667 | 528 | 607 | 667 | 528 |
Avg Bars in Losers | 182 | 189 | 177 | 182 | 189 | 177 |
Bars Traded | 23891 | 14008 | 9883 | 23891 | 14008 | 9883 |
Profit Streak | 2.6842 | 2.9307 | 0 | 2.6842 | 2.9307 | 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 | -161533 | -57069 | -160557 | -158150 | 302349 | -160768 |
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{ "first_band": { "type": "sma", "factors": { "length": 100, "offset": 240 } }, "second_band": { "type": "zlma", "factors": { "length": 183, "offset": 0 } } }
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# | 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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