Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001329.1715 | 978374.2369 | 22954.9346 | 10905956.3084 | 16611588.5894 | -5705632.2811 |
Total P&L (%) | 1001.3292 | 978.3742 | 22.9549 | 10905.9563 | 16611.5886 | -5705.6323 |
Avg Daily Profit (%) | 0.5389 | 0.5266 | 0.0124 | 0.2533 | 0.2759 | 0 |
Buy And Hold Return (%) | 6460.0901 | 6460.0901 | 6460.0901 | 6460.0901 | 6460.0901 | 6460.0901 |
Max Trade Drawdown | -119898 | -94918 | -117762 | -13509676 | -4308798 | -9200877 |
Profit Factor | 2.2868 | 3.7645 | 1.0541 | 1.2574 | 2.0856 | 0.7893 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 60.479 | 60.241 | 60.7143 | 60.479 | 60.241 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.4944 | 2.4845 | 0.6821 | 0.8216 | 1.3765 | 0.5107 |
Largest Winning Trade | 269505 | 269505 | 61694 | 5240312 | 5240312 | 2943058 |
Largest Losing Trade | -51375 | -51375 | -44811 | -5881014 | -2442473 | -5881014 |
Avg Bars in Trades | 64 | 62 | 66 | 64 | 62 | 66 |
Avg Bars in Winners | 65 | 67 | 64 | 65 | 67 | 64 |
Avg Bars in Losers | 63 | 56 | 70 | 63 | 56 | 70 |
Bars Traded | 10791 | 5211 | 5581 | 10791 | 5211 | 5581 |
Profit Streak | 0 | 101.2719 | 0 | 0 | 101.2719 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149367 | -146226 | -503446 | -84 | 355760 | -579440 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 150, "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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