Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734671.8551 | 565136.7076 | 169535.1474 | 5974602.8211 | 7167446.5571 | -1192843.736 |
Total P&L (%) | 734.6719 | 565.1367 | 169.5351 | 5974.6028 | 7167.4466 | -1192.8437 |
Avg Daily Profit (%) | 0.3528 | 0.2714 | 0.0814 | 0.1974 | 0.206 | 0 |
Buy And Hold Return (%) | 58.1611 | 58.1611 | 58.1611 | 58.1611 | 58.1611 | 58.1611 |
Max Trade Drawdown | -149065 | -89026 | -82851 | -15386864 | -6669534 | -11994530 |
Profit Factor | 1.7433 | 2.0737 | 1.3669 | 1.0992 | 1.2506 | 0.9623 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Losing Trades | 200 | 105 | 95 | 200 | 105 | 95 |
Profitability (%) | 37.5 | 34.375 | 40.625 | 37.5 | 34.375 | 40.625 |
Ratio Avg Win / Avg Loss | 2.9054 | 3.9588 | 1.9978 | 1.8321 | 2.3874 | 1.4064 |
Largest Winning Trade | 197928 | 197928 | 33379 | 7152442 | 7152442 | 3121033 |
Largest Losing Trade | -31846 | -17822 | -31846 | -5855054 | -1647076 | -5855054 |
Avg Bars in Trades | 76 | 79 | 74 | 76 | 79 | 74 |
Avg Bars in Winners | 123 | 123 | 123 | 123 | 123 | 123 |
Avg Bars in Losers | 49 | 55 | 41 | 49 | 55 | 41 |
Bars Traded | 24638 | 12649 | 11989 | 24638 | 12649 | 11989 |
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 | 340582 | 244674 | -89206 | -105428 | 114782 | -582474 |
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{ "first_band": { "type": "zlma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 50, "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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