Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482563.3726 | 1490694.0331 | -8130.6605 | 10183613.5607 | 23466123.1303 | -13282509.5696 |
Total P&L (%) | 1482.5634 | 1490.694 | -8.1307 | 10183.6136 | 23466.1231 | -13282.5096 |
Avg Daily Profit (%) | 0.7942 | 0.7986 | -0.0044 | 0.2485 | 0.2931 | 0 |
Buy And Hold Return (%) | 12451.1603 | 12451.1603 | 12451.1603 | 12451.1603 | 12451.1603 | 12451.1603 |
Max Trade Drawdown | -133661 | -67587 | -125216 | -18195441 | -1918671 | -17711319 |
Profit Factor | 4.3047 | 10.5216 | 0.9722 | 1.3468 | 4.757 | 0.4254 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 49.1803 | 50 | 48.3871 | 49.1803 | 50 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.4482 | 10.5216 | 1.037 | 1.3917 | 4.757 | 0.4537 |
Largest Winning Trade | 727744 | 727744 | 59915 | 13880043 | 13880043 | 2461278 |
Largest Losing Trade | -68084 | -22289 | -68084 | -14568312 | -1302591 | -14568312 |
Avg Bars in Trades | 84 | 92 | 76 | 84 | 92 | 76 |
Avg Bars in Winners | 118 | 127 | 109 | 118 | 127 | 109 |
Avg Bars in Losers | 51 | 57 | 45 | 51 | 57 | 45 |
Bars Traded | 5146 | 2773 | 2373 | 5146 | 2773 | 2373 |
Profit Streak | 0 | 229.3939 | 0 | 0 | 229.3939 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -311694 | -142787 | -579778 | -323273 | 363608 | -581445 |
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{ "first_band": { "type": "zlma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "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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