Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095300.9289 | 1126923.4733 | -31622.5444 | -8331905.1291 | -2822635.6915 | -5509269.4376 |
Total P&L (%) | 1095.3009 | 1126.9235 | -31.6225 | -8331.9051 | -2822.6357 | -5509.2694 |
Avg Daily Profit (%) | 0.5866 | 0.6035 | -0.0169 | 0 | 0 | 0 |
Buy And Hold Return (%) | 488.323 | 488.323 | 488.323 | 488.323 | 488.323 | 488.323 |
Max Trade Drawdown | -210065 | -74887 | -198410 | -14057304 | -8194972 | -6867921 |
Profit Factor | 2.8668 | 6.3705 | 0.9161 | 0.788 | 0.855 | 0.7222 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 15 | 16 | 29 | 15 | 14 |
Losing Trades | 29 | 15 | 14 | 31 | 15 | 16 |
Profitability (%) | 51.6667 | 50 | 53.3333 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.6818 | 6.3705 | 0.8016 | 0.8423 | 0.855 | 0.8254 |
Largest Winning Trade | 638211 | 638211 | 66739 | 5645398 | 4520041 | 5645398 |
Largest Losing Trade | -198410 | -33142 | -198410 | -5137511 | -5137511 | -3451237 |
Avg Bars in Trades | 180 | 160 | 199 | 180 | 160 | 199 |
Avg Bars in Winners | 243 | 222 | 263 | 108 | 86 | 133 |
Avg Bars in Losers | 112 | 99 | 125 | 246 | 235 | 256 |
Bars Traded | 10801 | 4828 | 5973 | 10801 | 4828 | 5973 |
Profit Streak | 0 | 0 | 0 | 3.5636 | 4.8969 | 3.5636 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161737 | 544693 | -580393 | -755092 | -580205 | -582744 |
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{ "first_band": { "type": "zlma", "factors": { "length": 138, "offset": 204 } }, "second_band": { "type": "ema", "factors": { "length": 179, "offset": 0 } } }
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# | 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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