Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309258.2892 | 150879.2681 | 158379.0211 | -418418.4607 | -160942.2322 | -257476.2285 |
Total P&L (%) | 309.2583 | 150.8793 | 158.379 | -418.4185 | -160.9422 | -257.4762 |
Avg Daily Profit (%) | 0.1634 | 0.0797 | 0.0837 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123947 | -55878 | -135884 | -401984 | -195437 | -387787 |
Profit Factor | 1.5315 | 1.5526 | 1.5129 | 0.689 | 0.7421 | 0.6431 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 69 | 30 | 39 | 33 | 20 | 13 |
Losing Trades | 33 | 21 | 12 | 69 | 31 | 38 |
Profitability (%) | 67.6471 | 58.8235 | 76.4706 | 32.3529 | 39.2157 | 25.4902 |
Ratio Avg Win / Avg Loss | 0.7325 | 1.0868 | 0.4655 | 1.4407 | 1.1503 | 1.8798 |
Largest Winning Trade | 44615 | 44615 | 42675 | 140787 | 140787 | 109877 |
Largest Losing Trade | -123947 | -55878 | -123947 | -90788 | -87599 | -90788 |
Avg Bars in Trades | 108 | 123 | 93 | 108 | 123 | 93 |
Avg Bars in Winners | 67 | 70 | 65 | 179 | 196 | 152 |
Avg Bars in Losers | 193 | 198 | 184 | 74 | 76 | 72 |
Bars Traded | 11045 | 6288 | 4757 | 11045 | 6288 | 4757 |
Profit Streak | 0 | 88.3428 | 0 | 9.5094 | 0 | 10.5094 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359193 | -262366 | -258109 | -585036 | -763360 | -785336 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 128, "offset": 133 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 128, "offset": 133 } } }
# | 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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