Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361636.4602 | 1295727.7636 | 65908.6966 | 770844.4772 | 126275.3993 | 644569.0779 |
Total P&L (%) | 1361.6365 | 1295.7278 | 65.9087 | 770.8445 | 126.2754 | 644.5691 |
Avg Daily Profit (%) | 0.7327 | 0.6973 | 0.0355 | 0.1165 | 0.044 | 0.1081 |
Buy And Hold Return (%) | 14.1755 | 14.1755 | 14.1755 | 14.1755 | 14.1755 | 14.1755 |
Max Trade Drawdown | -152154 | -114832 | -74602 | -1807290 | -1406480 | -696522 |
Profit Factor | 3.3732 | 5.4923 | 1.231 | 1.143 | 1.045 | 1.2492 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 30.2326 | 20.9302 | 39.5349 | 30.2326 | 20.9302 | 39.5349 |
Ratio Avg Win / Avg Loss | 7.7843 | 20.7487 | 1.8827 | 2.6377 | 3.9479 | 1.9105 |
Largest Winning Trade | 1160526 | 1160526 | 62018 | 841905 | 737731 | 841905 |
Largest Losing Trade | -47883 | -26051 | -47883 | -572979 | -572979 | -383690 |
Avg Bars in Trades | 251 | 221 | 282 | 251 | 221 | 282 |
Avg Bars in Winners | 526 | 550 | 514 | 526 | 550 | 514 |
Avg Bars in Losers | 132 | 133 | 130 | 132 | 133 | 130 |
Bars Traded | 21651 | 9504 | 12147 | 21651 | 9504 | 12147 |
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 | 417006 | -27257 | -150407 | -106592 | -351784 | -51400 |
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{ "first_band": { "type": "t3", "factors": { "length": 103, "offset": 0, "a": 0.06755 } }, "second_band": { "type": "zlma", "factors": { "length": 180, "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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