Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469383.1667 | 280091.2333 | 189291.9334 | 409787.5552 | 78722.0088 | 331065.5464 |
Total P&L (%) | 469.3832 | 280.0912 | 189.2919 | 409.7876 | 78.722 | 331.0655 |
Avg Daily Profit (%) | 0.2961 | 0.1767 | 0.1194 | 0.1028 | 0.0366 | 0.0922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147209 | -160840 | -46243 | -517642 | -381262 | -170121 |
Profit Factor | 2.1428 | 1.8935 | 2.9462 | 1.3672 | 1.0947 | 2.1619 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 19 | 14 | 5 | 19 | 14 | 5 |
Profitability (%) | 68.8525 | 53.3333 | 83.871 | 68.8525 | 53.3333 | 83.871 |
Ratio Avg Win / Avg Loss | 0.9694 | 1.6569 | 0.5666 | 0.6185 | 0.9579 | 0.4157 |
Largest Winning Trade | 213407 | 213407 | 42071 | 237865 | 237865 | 79728 |
Largest Losing Trade | -72603 | -72603 | -39703 | -266492 | -266492 | -170121 |
Avg Bars in Trades | 70 | 90 | 51 | 70 | 90 | 51 |
Avg Bars in Winners | 67 | 91 | 52 | 67 | 91 | 52 |
Avg Bars in Losers | 77 | 88 | 48 | 77 | 88 | 48 |
Bars Traded | 4295 | 2700 | 1595 | 4295 | 2700 | 1595 |
Profit Streak | 174.2928 | 174.2928 | 298.2928 | 174.2928 | 174.2928 | 298.2928 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152348 | 459245 | -25106 | -218976 | -260190 | -62889 |
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{ "first_band": { "type": "zlma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 163, "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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