Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664025.1757 | 627900.5057 | 36124.67 | -84768.3782 | -60866.5748 | -23901.8034 |
Total P&L (%) | 664.0252 | 627.9005 | 36.1247 | -84.7684 | -60.8666 | -23.9018 |
Avg Daily Profit (%) | 0.3439 | 0.3252 | 0.0187 | -0.0974 | -0.0486 | -0.0141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165598 | -130883 | -107010 | -127110 | -77164 | -93662 |
Profit Factor | 2.1895 | 2.8193 | 1.1695 | 0.6863 | 0.5595 | 0.819 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 48.4848 | 42.4242 | 54.5455 | 48.4848 | 42.4242 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3263 | 3.8262 | 0.9746 | 0.7292 | 0.7593 | 0.6825 |
Largest Winning Trade | 622724 | 622724 | 57084 | 31727 | 31727 | 26122 |
Largest Losing Trade | -95711 | -44255 | -95711 | -93116 | -38558 | -93116 |
Avg Bars in Trades | 50 | 77 | 24 | 50 | 77 | 24 |
Avg Bars in Winners | 46 | 69 | 28 | 46 | 69 | 28 |
Avg Bars in Losers | 55 | 83 | 20 | 55 | 83 | 20 |
Bars Traded | 3363 | 2559 | 804 | 3363 | 2559 | 804 |
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 | -115655 | 414648 | -205338 | -709867 | -583748 | -579935 |
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{ "first_band": { "type": "zlma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "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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