Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355390.1961 | 471671.3709 | -116281.1749 | -82861.0515 | 1389054.5751 | -1471915.6267 |
Total P&L (%) | 355.3902 | 471.6714 | -116.2812 | -82.8611 | 1389.0546 | -1471.9156 |
Avg Daily Profit (%) | 0.1707 | 0.2265 | -0.0558 | -0.0847 | 0.1298 | 0 |
Buy And Hold Return (%) | 90.239 | 90.239 | 90.239 | 90.239 | 90.239 | 90.239 |
Max Trade Drawdown | -336070 | -263572 | -203940 | -7960142 | -4572058 | -4951906 |
Profit Factor | 1.1665 | 1.3374 | 0.8421 | 0.9967 | 1.0838 | 0.829 |
Total Trades | 623 | 311 | 312 | 623 | 311 | 312 |
Winning Trades | 347 | 167 | 180 | 347 | 167 | 180 |
Losing Trades | 276 | 144 | 132 | 276 | 144 | 132 |
Profitability (%) | 55.6982 | 53.6977 | 57.6923 | 55.6982 | 53.6977 | 57.6923 |
Ratio Avg Win / Avg Loss | 0.9278 | 1.1532 | 0.6175 | 0.7928 | 0.9345 | 0.6079 |
Largest Winning Trade | 106324 | 106324 | 13633 | 2153717 | 2153717 | 840340 |
Largest Losing Trade | -65313 | -65313 | -36061 | -2357823 | -2357823 | -924491 |
Avg Bars in Trades | 39 | 63 | 15 | 39 | 63 | 15 |
Avg Bars in Winners | 29 | 47 | 13 | 29 | 47 | 13 |
Avg Bars in Losers | 51 | 81 | 19 | 51 | 81 | 19 |
Bars Traded | 24549 | 19665 | 4884 | 24549 | 19665 | 4884 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29934 | 307014 | -578427 | -576784 | -147855 | -578427 |
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 146, "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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