Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804553.2633 | 768422.3793 | 36130.884 | 974909.9899 | 1375355.5157 | -400445.5258 |
Total P&L (%) | 804.5533 | 768.4224 | 36.1309 | 974.91 | 1375.3555 | -400.4455 |
Avg Daily Profit (%) | 0.4439 | 0.424 | 0.0199 | 0.1311 | 0.1486 | 0 |
Buy And Hold Return (%) | 326.766 | 326.766 | 326.766 | 326.766 | 326.766 | 326.766 |
Max Trade Drawdown | -136059 | -55804 | -95488 | -1494495 | -1317620 | -839241 |
Profit Factor | 2.3619 | 3.604 | 1.1222 | 1.1886 | 1.5083 | 0.8375 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 39.2405 | 40 | 38.4615 | 39.2405 | 40 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.6572 | 5.406 | 1.7955 | 1.8404 | 2.2625 | 1.34 |
Largest Winning Trade | 356926 | 356926 | 69569 | 1359426 | 1359426 | 618602 |
Largest Losing Trade | -30685 | -27863 | -30685 | -461768 | -461768 | -411286 |
Avg Bars in Trades | 270 | 249 | 292 | 270 | 249 | 292 |
Avg Bars in Winners | 505 | 461 | 552 | 505 | 461 | 552 |
Avg Bars in Losers | 119 | 107 | 130 | 119 | 107 | 130 |
Bars Traded | 21387 | 9978 | 11409 | 21387 | 9978 | 11409 |
Profit Streak | 20.9655 | 42.2155 | 0 | 20.9655 | 42.2155 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24096 | 319272 | -421457 | -67594 | 103788 | -583577 |
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{ "first_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 2.90428 } }, "second_band": { "type": "zlma", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 2.90428 } }, "second_band": { "type": "zlma", "factors": { "length": 231, "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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