Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201693.8933 | 209444.2818 | -7750.3885 | 95671.3301 | 95439.4584 | 231.8717 |
Total P&L (%) | 201.6939 | 209.4443 | -7.7504 | 95.6713 | 95.4395 | 0.2319 |
Avg Daily Profit (%) | 0.1423 | 0.1477 | -0.0055 | 0.0474 | 0.0473 | 0.0002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104448 | -68376 | -119621 | -97105 | -54667 | -75302 |
Profit Factor | 1.5069 | 2.1532 | 0.9642 | 1.3877 | 1.8115 | 1.0018 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 44.5946 | 48.6486 | 40.5405 | 44.5946 | 48.6486 | 40.5405 |
Ratio Avg Win / Avg Loss | 1.8722 | 2.2728 | 1.4141 | 1.7241 | 1.9121 | 1.4693 |
Largest Winning Trade | 88757 | 88757 | 47004 | 44462 | 44462 | 27034 |
Largest Losing Trade | -32348 | -32348 | -30459 | -24843 | -24843 | -15942 |
Avg Bars in Trades | 48 | 56 | 39 | 48 | 56 | 39 |
Avg Bars in Winners | 80 | 88 | 70 | 80 | 88 | 70 |
Avg Bars in Losers | 22 | 26 | 17 | 22 | 26 | 17 |
Bars Traded | 3552 | 2096 | 1456 | 3552 | 2096 | 1456 |
Profit Streak | 378.9122 | 379.2455 | 378.9122 | 378.9122 | 379.2455 | 378.9122 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70113 | 328108 | -581443 | -197388 | -125493 | -579251 |
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{ "first_band": { "type": "zlma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } } }
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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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