Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2814763.3241 | 2700356.5798 | 114406.7443 | 111812245.4404 | 109142641.3863 | 2669604.054 |
Total P&L (%) | 2814.7633 | 2700.3566 | 114.4067 | 111812.2454 | 109142.6414 | 2669.6041 |
Avg Daily Profit (%) | 1.2471 | 1.1964 | 0.0507 | 0.3115 | 0.3105 | 0.1473 |
Buy And Hold Return (%) | 10625.4983 | 10625.4983 | 10625.4983 | 10625.4983 | 10625.4983 | 10625.4983 |
Max Trade Drawdown | -104917 | -84302 | -50538 | -135119157 | -80448826 | -66911123 |
Profit Factor | 6.6117 | 10.6946 | 1.5129 | 1.4285 | 1.7661 | 1.0225 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 52.9412 | 49.1525 | 56.6667 | 52.9412 | 49.1525 | 56.6667 |
Ratio Avg Win / Avg Loss | 5.8771 | 11.0634 | 1.1569 | 1.2698 | 1.827 | 0.7819 |
Largest Winning Trade | 1864361 | 1864361 | 51722 | 126766875 | 126766875 | 39884190 |
Largest Losing Trade | -57822 | -57822 | -24226 | -50881722 | -48075234 | -50881722 |
Avg Bars in Trades | 35 | 58 | 12 | 35 | 58 | 12 |
Avg Bars in Winners | 40 | 73 | 12 | 40 | 73 | 12 |
Avg Bars in Losers | 29 | 44 | 12 | 29 | 44 | 12 |
Bars Traded | 4220 | 3456 | 764 | 4220 | 3456 | 764 |
Profit Streak | 0 | 82.3747 | 0 | 0 | 82.3747 | 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 | -142998 | -319787 | -457650 | 380067 | -163717 | -527259 |
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{ "first_band": { "type": "zlma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 178, "offset": 0, "std": 3.24784 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 178, "offset": 0, "std": 3.24784 } } }
# | 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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