Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501198.3567 | 473155.9967 | 28042.36 | 347233.0188 | 398823.2307 | -51590.2119 |
Total P&L (%) | 501.1984 | 473.156 | 28.0424 | 347.233 | 398.8232 | -51.5902 |
Avg Daily Profit (%) | 0.2535 | 0.2394 | 0.0142 | 0.0758 | 0.0813 | -0.0367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129643 | -51339 | -179801 | -353172 | -307975 | -464901 |
Profit Factor | 1.9232 | 2.869 | 1.0968 | 1.2086 | 1.4807 | 0.9382 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 53.0303 | 57.5758 | 48.4848 | 53.0303 | 57.5758 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.7034 | 2.114 | 1.1653 | 1.0705 | 1.0911 | 0.9969 |
Largest Winning Trade | 147999 | 147999 | 76786 | 254539 | 207515 | 254539 |
Largest Losing Trade | -50861 | -49896 | -50861 | -196895 | -196895 | -193183 |
Avg Bars in Trades | 111 | 84 | 139 | 111 | 84 | 139 |
Avg Bars in Winners | 128 | 85 | 179 | 128 | 85 | 179 |
Avg Bars in Losers | 93 | 83 | 101 | 93 | 83 | 101 |
Bars Traded | 7389 | 2787 | 4602 | 7389 | 2787 | 4602 |
Profit Streak | 0 | 0 | 578.9315 | 0 | 0 | 578.9315 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115959 | 518112 | -291268 | -220314 | -82217 | -580808 |
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{ "first_band": { "type": "dcm", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 152, "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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