Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311745.186 | 56995.4843 | 254749.7016 | 459031.8028 | 33359.226 | 425672.5768 |
Total P&L (%) | 311.7452 | 56.9955 | 254.7497 | 459.0318 | 33.3592 | 425.6726 |
Avg Daily Profit (%) | 0.2036 | 0.0372 | 0.1664 | 0.1125 | 0.0188 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73610 | -65484 | -37923 | -429329 | -381014 | -255899 |
Profit Factor | 1.7876 | 1.2475 | 2.5392 | 1.2414 | 1.0333 | 1.4729 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 30.7692 | 21.7391 | 40 | 30.7692 | 21.7391 | 40 |
Ratio Avg Win / Avg Loss | 4.0221 | 4.4909 | 3.8088 | 2.7932 | 3.72 | 2.2093 |
Largest Winning Trade | 78463 | 78463 | 72686 | 341523 | 276184 | 341523 |
Largest Losing Trade | -18662 | -18662 | -18457 | -84806 | -84806 | -84252 |
Avg Bars in Trades | 48 | 29 | 68 | 48 | 29 | 68 |
Avg Bars in Winners | 125 | 83 | 149 | 125 | 83 | 149 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4429 | 1344 | 3085 | 4429 | 1344 | 3085 |
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 | 137020 | -187285 | 300653 | -49269 | -397423 | -49805 |
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 16, "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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