Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206089.6121 | 1105728.8912 | 100360.7209 | 3030502.9891 | 6029488.4136 | -2998985.4245 |
Total P&L (%) | 1206.0896 | 1105.7289 | 100.3607 | 3030.503 | 6029.4884 | -2998.9854 |
Avg Daily Profit (%) | 0.5579 | 0.5115 | 0.0464 | 0.1594 | 0.1906 | 0 |
Buy And Hold Return (%) | 427.6074 | 427.6074 | 427.6074 | 427.6074 | 427.6074 | 427.6074 |
Max Trade Drawdown | -139192 | -98367 | -70047 | -14883632 | -9063250 | -8337542 |
Profit Factor | 3.5444 | 5.9121 | 1.4032 | 1.1308 | 1.5945 | 0.7699 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 56.1404 | 48.2759 | 64.2857 | 56.1404 | 48.2759 | 64.2857 |
Ratio Avg Win / Avg Loss | 2.769 | 6.3344 | 0.7795 | 0.8834 | 1.7083 | 0.4277 |
Largest Winning Trade | 819746 | 819746 | 61551 | 9691221 | 9691221 | 4712468 |
Largest Losing Trade | -63408 | -29811 | -63408 | -3876322 | -2926385 | -3876322 |
Avg Bars in Trades | 140 | 126 | 155 | 140 | 126 | 155 |
Avg Bars in Winners | 171 | 153 | 186 | 171 | 153 | 186 |
Avg Bars in Losers | 101 | 101 | 101 | 101 | 101 | 101 |
Bars Traded | 8033 | 3674 | 4359 | 8033 | 3674 | 4359 |
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 | -164150 | 538529 | -316838 | -249372 | 368135 | -599981 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 158, "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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