Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704397.1711 | 621145.7703 | 83251.4009 | 4318428.8755 | 9269730.8797 | -4951302.0042 |
Total P&L (%) | 704.3972 | 621.1458 | 83.2514 | 4318.4289 | 9269.7309 | -4951.302 |
Avg Daily Profit (%) | 0.2817 | 0.2484 | 0.0333 | 0.1516 | 0.1817 | 0 |
Buy And Hold Return (%) | 699.9606 | 699.9606 | 699.9606 | 699.9606 | 699.9606 | 699.9606 |
Max Trade Drawdown | -77667 | -66583 | -94874 | -6082635 | -1123124 | -6418950 |
Profit Factor | 2.9235 | 5.849 | 1.3496 | 1.3863 | 4.747 | 0.4313 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 56.25 | 60 | 52.5 | 56.25 | 60 | 52.5 |
Ratio Avg Win / Avg Loss | 2.2738 | 3.8994 | 1.2211 | 1.0782 | 3.1647 | 0.3902 |
Largest Winning Trade | 172771 | 172771 | 55016 | 5669452 | 5669452 | 1074661 |
Largest Losing Trade | -60821 | -33010 | -60821 | -5586960 | -629151 | -5586960 |
Avg Bars in Trades | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Winners | 83 | 80 | 85 | 83 | 80 | 85 |
Avg Bars in Losers | 88 | 82 | 93 | 88 | 82 | 93 |
Bars Traded | 6839 | 3267 | 3572 | 6839 | 3267 | 3572 |
Profit Streak | 80.2891 | 116.2891 | 80.2891 | 80.2891 | 116.2891 | 80.2891 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171086 | -146195 | -312892 | -13917 | 655335 | -579867 |
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{ "first_band": { "type": "zlma", "factors": { "length": 18, "offset": 47 } }, "second_band": { "type": "dema", "factors": { "length": 211, "offset": 213 } } }
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# | 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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