Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414876.5252 | 239758.9051 | 175117.6201 | -639469.8292 | -173016.5193 | -466453.31 |
Total P&L (%) | 414.8765 | 239.7589 | 175.1176 | -639.4698 | -173.0165 | -466.4533 |
Avg Daily Profit (%) | 0.2592 | 0.1498 | 0.1094 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161654 | -80106 | -194777 | -3034089 | -1312627 | -2627723 |
Profit Factor | 1.5098 | 1.6347 | 1.4016 | 0.9197 | 0.9501 | 0.8963 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 187 | 92 | 95 | 97 | 46 | 51 |
Losing Trades | 45 | 24 | 21 | 135 | 70 | 65 |
Profitability (%) | 80.6034 | 79.3103 | 81.8966 | 41.8103 | 39.6552 | 43.9655 |
Ratio Avg Win / Avg Loss | 0.3633 | 0.4264 | 0.3098 | 1.28 | 1.4458 | 1.1424 |
Largest Winning Trade | 52452 | 52452 | 34991 | 724916 | 413792 | 724916 |
Largest Losing Trade | -129398 | -51728 | -129398 | -2058937 | -737917 | -2058937 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 10 | 7 | 13 | 27 | 26 | 28 |
Avg Bars in Losers | 56 | 55 | 56 | 13 | 11 | 15 |
Bars Traded | 4479 | 2028 | 2451 | 4479 | 2028 | 2451 |
Profit Streak | 72.455 | 94.455 | 72.455 | 0 | 0 | 0 |
Trades During Streak | 30 | 15 | 15 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546755 | 470977 | -41755 | -580804 | -583102 | -581426 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 195, "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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