Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1215552.2918 | 544330.1205 | -1759882.4123 | 936952838.0171 | -620196586.0492 | 1557149424.0663 |
Total P&L (%) | -1215.5523 | 544.3301 | -1759.8824 | 936952.838 | -620196.586 | 1557149.4241 |
Avg Daily Profit (%) | -0.5383 | 0.2411 | -0.7794 | 0.4058 | 0 | 0.4284 |
Buy And Hold Return (%) | 9780.7026 | 9780.7026 | 9780.7026 | 9780.7026 | 9780.7026 | 9780.7026 |
Max Trade Drawdown | -1818319 | -57564 | -1846822 | -957036809 | -800393509 | -335601255 |
Profit Factor | 0.4547 | 5.176 | 0.1615 | 1.5299 | 0.5146 | 4.1745 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 53 | 26 | 27 | 39 | 22 | 17 |
Losing Trades | 31 | 16 | 15 | 45 | 20 | 25 |
Profitability (%) | 63.0952 | 61.9048 | 64.2857 | 46.4286 | 52.381 | 40.4762 |
Ratio Avg Win / Avg Loss | 0.266 | 3.1853 | 0.0897 | 1.7653 | 0.4678 | 6.1389 |
Largest Winning Trade | 157617 | 157617 | 45899 | 1547398960 | 179958328 | 1547398960 |
Largest Losing Trade | -1818319 | -37542 | -1818319 | -421279372 | -421279372 | -70397375 |
Avg Bars in Trades | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Winners | 46 | 61 | 32 | 47 | 38 | 59 |
Avg Bars in Losers | 55 | 39 | 72 | 51 | 68 | 38 |
Bars Traded | 4186 | 2225 | 1961 | 4186 | 2225 | 1961 |
Profit Streak | 73.8276 | 74.3276 | 0 | 73.8276 | 74.3276 | 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 | -578020 | -147320 | -578882 | 424462 | -579868 | 486694 |
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{ "first_band": { "type": "zlma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 128 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 128 } } }
# | 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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