Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303952.104 | 281876.4679 | 22075.6361 | 117458.283 | 212343.9013 | -94885.6183 |
Total P&L (%) | 303.9521 | 281.8765 | 22.0756 | 117.4583 | 212.3439 | -94.8856 |
Avg Daily Profit (%) | 0.2153 | 0.1997 | 0.0156 | 0.055 | 0.0807 | -0.2104 |
Buy And Hold Return (%) | 55.0127 | 55.0127 | 55.0127 | 55.0127 | 55.0127 | 55.0127 |
Max Trade Drawdown | -126059 | -63957 | -145865 | -332441 | -198036 | -343007 |
Profit Factor | 1.5465 | 2.0789 | 1.0749 | 1.0894 | 1.3338 | 0.8599 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 52.5253 | 56 | 48.9796 | 52.5253 | 56 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.3978 | 1.6334 | 1.1196 | 0.9847 | 1.048 | 0.8957 |
Largest Winning Trade | 87205 | 87205 | 59883 | 116568 | 116568 | 105820 |
Largest Losing Trade | -61798 | -36097 | -61798 | -106692 | -106692 | -103168 |
Avg Bars in Trades | 79 | 58 | 101 | 79 | 58 | 101 |
Avg Bars in Winners | 82 | 53 | 115 | 82 | 53 | 115 |
Avg Bars in Losers | 76 | 63 | 87 | 76 | 63 | 87 |
Bars Traded | 7858 | 2909 | 4949 | 7858 | 2909 | 4949 |
Profit Streak | 0 | 0 | 505.5825 | 0 | 0 | 505.5825 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322189 | -168957 | -475263 | -248644 | -266536 | -580118 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 228, "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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