Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181395.3532 | 78712.8602 | 102682.493 | 56633.9214 | 90636.223 | -34002.3016 |
Total P&L (%) | 181.3954 | 78.7129 | 102.6825 | 56.6339 | 90.6362 | -34.0023 |
Avg Daily Profit (%) | 0.1611 | 0.0699 | 0.0912 | 0.0399 | 0.0573 | -0.0369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112079 | -89557 | -69180 | -431645 | -306807 | -378508 |
Profit Factor | 1.4006 | 1.3177 | 1.5007 | 1.0415 | 1.1306 | 0.9492 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 54.7619 | 47.619 | 61.9048 | 54.7619 | 47.619 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.157 | 1.4494 | 0.9235 | 0.8604 | 1.2437 | 0.5841 |
Largest Winning Trade | 94696 | 94696 | 29456 | 136066 | 136066 | 67942 |
Largest Losing Trade | -47195 | -33354 | -47195 | -246708 | -147021 | -246708 |
Avg Bars in Trades | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Winners | 45 | 28 | 59 | 45 | 28 | 59 |
Avg Bars in Losers | 57 | 66 | 45 | 57 | 66 | 45 |
Bars Traded | 4312 | 2043 | 2269 | 4312 | 2043 | 2269 |
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 | 317824 | -100311 | -70013 | -316212 | -194109 | -579191 |
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 134, "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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