Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301799.0704 | 250748.8337 | 51050.2367 | -90220.3321 | -2211.81 | -88008.5221 |
Total P&L (%) | 301.7991 | 250.7488 | 51.0502 | -90.2203 | -2.2118 | -88.0085 |
Avg Daily Profit (%) | 0.1905 | 0.1583 | 0.0322 | -0.1467 | -0.0014 | -0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138241 | -120275 | -124799 | -72665 | -9797 | -69677 |
Profit Factor | 1.5256 | 1.9462 | 1.1651 | 0.3492 | 0.9136 | 0.2213 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 63.9344 | 60 | 67.7419 | 63.9344 | 60 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.8606 | 1.2975 | 0.5548 | 0.197 | 0.6091 | 0.1054 |
Largest Winning Trade | 246617 | 246617 | 44839 | 3864 | 3864 | 2501 |
Largest Losing Trade | -92617 | -60307 | -92617 | -65941 | -6021 | -65941 |
Avg Bars in Trades | 47 | 64 | 31 | 47 | 64 | 31 |
Avg Bars in Winners | 41 | 54 | 30 | 41 | 54 | 30 |
Avg Bars in Losers | 58 | 78 | 35 | 58 | 78 | 35 |
Bars Traded | 2915 | 1926 | 989 | 2915 | 1926 | 989 |
Profit Streak | 105.2264 | 177.7264 | 105.2264 | 105.2264 | 177.7264 | 105.2264 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155899 | 434475 | -188872 | -743735 | -578281 | -577679 |
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{ "first_band": { "type": "zlma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "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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