Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1568914.0465 | 1492818.3238 | 76095.7227 | 57508777.4787 | 45655121.6878 | 11853655.7909 |
Total P&L (%) | 1568.914 | 1492.8183 | 76.0957 | 57508.7775 | 45655.1217 | 11853.6558 |
Avg Daily Profit (%) | 0.6942 | 0.6605 | 0.0337 | 0.2816 | 0.2714 | 0.2119 |
Buy And Hold Return (%) | 10092.3234 | 10092.3234 | 10092.3234 | 10092.3234 | 10092.3234 | 10092.3234 |
Max Trade Drawdown | -131916 | -115352 | -76897 | -20916700 | -17011074 | -16813695 |
Profit Factor | 3.6739 | 6.4275 | 1.2441 | 1.677 | 2.0663 | 1.2813 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 44.5378 | 44.0678 | 45 | 44.5378 | 44.0678 | 45 |
Ratio Avg Win / Avg Loss | 4.5751 | 8.158 | 1.5206 | 2.0883 | 2.6225 | 1.5661 |
Largest Winning Trade | 562147 | 562147 | 52443 | 27533429 | 27533429 | 14396020 |
Largest Losing Trade | -43249 | -36982 | -43249 | -11682153 | -6554351 | -11682153 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 61 | 69 | 54 | 61 | 69 | 54 |
Avg Bars in Losers | 16 | 14 | 17 | 16 | 14 | 17 |
Bars Traded | 4344 | 2294 | 2050 | 4344 | 2294 | 2050 |
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 | -148501 | -324262 | -483960 | 332503 | -168167 | -273386 |
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{ "first_band": { "type": "zlma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 8, "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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