Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6641384.3157 | 841.1021 | -6642225.4178 | -34721327.777 | 23712795.2677 | -58434123.0447 |
Total P&L (%) | -6641.3843 | 0.8411 | -6642.2254 | -34721.3278 | 23712.7953 | -58434.123 |
Avg Daily Profit (%) | -3.5822 | 0.0005 | -3.5826 | 0 | 0.2956 | 0 |
Buy And Hold Return (%) | 10416.2365 | 10416.2365 | 10416.2365 | 10416.2365 | 10416.2365 | 10416.2365 |
Max Trade Drawdown | -6685319 | -80359 | -6643029 | -77105760 | -5219024 | -77105760 |
Profit Factor | 0.0547 | 1.0054 | 0.0332 | 0.7186 | 2.8839 | 0.4726 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 13 | 16 | 34 | 20 | 14 |
Losing Trades | 31 | 17 | 14 | 26 | 10 | 16 |
Profitability (%) | 48.3333 | 43.3333 | 53.3333 | 56.6667 | 66.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0585 | 1.3148 | 0.029 | 0.5495 | 1.442 | 0.5401 |
Largest Winning Trade | 60167 | 55358 | 60167 | 21919844 | 10126614 | 21919844 |
Largest Losing Trade | -5939265 | -34068 | -5939265 | -77105760 | -5219024 | -77105760 |
Avg Bars in Trades | 86 | 19 | 154 | 86 | 19 | 154 |
Avg Bars in Winners | 79 | 21 | 127 | 61 | 11 | 132 |
Avg Bars in Losers | 93 | 16 | 186 | 120 | 35 | 173 |
Bars Traded | 5211 | 571 | 4640 | 5211 | 571 | 4640 |
Profit Streak | 0 | 0 | 0 | 119.3955 | 119.3955 | 132.3955 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754925 | -574919 | -580393 | -752455 | 401761 | -581553 |
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{ "first_band": { "type": "zlma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 35, "offset": 1 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 35, "offset": 1 } } }
# | 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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