Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2559890.8789 | 2631425.1232 | -71534.2443 | -82631.1036 | 97751.3314 | -180382.435 |
Total P&L (%) | 2559.8909 | 2631.4251 | -71.5342 | -82.6311 | 97.7513 | -180.3824 |
Avg Daily Profit (%) | 1.1064 | 1.1373 | -0.0309 | -0.0756 | 0.0295 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229156 | -216953 | -130040 | -518518 | -360747 | -232651 |
Profit Factor | 3.8442 | 5.1912 | 0.7372 | 0.9212 | 1.1302 | 0.3956 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 42.5743 | 34 | 50.9804 | 42.5743 | 34 | 50.9804 |
Ratio Avg Win / Avg Loss | 5.1852 | 10.077 | 0.7088 | 1.2426 | 2.1939 | 0.3804 |
Largest Winning Trade | 2665609 | 2665609 | 24381 | 514300 | 514300 | 18559 |
Largest Losing Trade | -68179 | -68179 | -46473 | -291040 | -291040 | -102543 |
Avg Bars in Trades | 86 | 160 | 12 | 86 | 160 | 12 |
Avg Bars in Winners | 112 | 265 | 11 | 112 | 265 | 11 |
Avg Bars in Losers | 66 | 106 | 13 | 66 | 106 | 13 |
Bars Traded | 8694 | 8038 | 656 | 8694 | 8038 | 656 |
Profit Streak | 167.7302 | 167.7302 | 188.4802 | 167.7302 | 167.7302 | 188.4802 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 688124 | -164303 | -759455 | -580376 | -415399 | -759455 |
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{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 111, "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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