Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818944.1901 | 766568.6846 | 52375.5055 | 181494.0637 | -137618.3644 | 319112.4281 |
Total P&L (%) | 818.9442 | 766.5687 | 52.3755 | 181.4941 | -137.6184 | 319.1124 |
Avg Daily Profit (%) | 0.4243 | 0.3971 | 0.0271 | 0.0536 | 0 | 0.0743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127060 | -133784 | -111455 | -482920 | -460437 | -173525 |
Profit Factor | 1.8429 | 2.4604 | 1.1172 | 1.0841 | 0.8904 | 1.3535 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 87 | 32 | 55 | 87 | 32 | 55 |
Losing Trades | 130 | 77 | 53 | 130 | 77 | 53 |
Profitability (%) | 40.0922 | 29.3578 | 50.9259 | 40.0922 | 29.3578 | 50.9259 |
Ratio Avg Win / Avg Loss | 2.7537 | 5.9203 | 1.0766 | 1.6199 | 2.1425 | 1.3042 |
Largest Winning Trade | 645709 | 645709 | 34760 | 268645 | 268645 | 180590 |
Largest Losing Trade | -35257 | -33887 | -35257 | -144749 | -144749 | -101163 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 73 | 93 | 62 | 73 | 93 | 62 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 11418 | 5806 | 5612 | 11418 | 5806 | 5612 |
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 | 386428 | 127399 | -249510 | -250940 | -588872 | -93526 |
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{ "first_band": { "type": "zlma", "factors": { "length": 18, "offset": 109 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 18, "offset": 109 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "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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