Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225869.6255 | 200287.4907 | 25582.1348 | -4348205.4745 | -1629197.0766 | -2719008.3979 |
Total P&L (%) | 225.8696 | 200.2875 | 25.5821 | -4348.2055 | -1629.1971 | -2719.0084 |
Avg Daily Profit (%) | 0.2211 | 0.1961 | 0.025 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78204 | -109111 | -30739 | -4109256 | -2481764 | -2463054 |
Profit Factor | 1.3019 | 1.5679 | 1.0647 | 0.4515 | 0.6174 | 0.259 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 136 | 61 | 75 | 126 | 70 | 56 |
Losing Trades | 127 | 70 | 57 | 137 | 61 | 76 |
Profitability (%) | 51.711 | 46.5649 | 56.8182 | 47.9087 | 53.4351 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.2157 | 1.7992 | 0.8092 | 0.4909 | 0.538 | 0.3515 |
Largest Winning Trade | 83154 | 83154 | 25817 | 487274 | 487274 | 234990 |
Largest Losing Trade | -257407 | -50636 | -257407 | -1393650 | -1393650 | -609913 |
Avg Bars in Trades | 44 | 48 | 41 | 44 | 48 | 41 |
Avg Bars in Winners | 44 | 42 | 46 | 42 | 53 | 28 |
Avg Bars in Losers | 45 | 53 | 35 | 47 | 42 | 51 |
Bars Traded | 11815 | 6363 | 5452 | 11815 | 6363 | 5452 |
Profit Streak | 14.6385 | 14.6385 | 15.0551 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395503 | 340808 | -312209 | -580215 | -580539 | -583928 |
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{ "first_band": { "type": "bbm", "factors": { "length": 92, "offset": 0, "std": 1.02935 } }, "second_band": { "type": "zlma", "factors": { "length": 3, "offset": 190 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 92, "offset": 0, "std": 1.02935 } }, "second_band": { "type": "zlma", "factors": { "length": 3, "offset": 190 } } }
# | 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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