Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394477.7189 | 363240.3144 | 31237.4045 | 190392.2292 | 436507.511 | -246115.2819 |
Total P&L (%) | 394.4777 | 363.2403 | 31.2374 | 190.3922 | 436.5075 | -246.1153 |
Avg Daily Profit (%) | 0.1653 | 0.1522 | 0.0131 | 0.0447 | 0.0704 | 0 |
Buy And Hold Return (%) | 36.1812 | 36.1812 | 36.1812 | 36.1812 | 36.1812 | 36.1812 |
Max Trade Drawdown | -171907 | -108409 | -147312 | -792301 | -421361 | -494192 |
Profit Factor | 1.3656 | 1.746 | 1.0528 | 1.0729 | 1.3633 | 0.8254 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Losing Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Profitability (%) | 51.7544 | 54.386 | 49.1228 | 51.7544 | 54.386 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.273 | 1.4643 | 1.0904 | 1.0002 | 1.1434 | 0.8549 |
Largest Winning Trade | 72469 | 72469 | 64194 | 242395 | 242395 | 145396 |
Largest Losing Trade | -41243 | -32286 | -41243 | -164375 | -156711 | -164375 |
Avg Bars in Trades | 41 | 38 | 43 | 41 | 38 | 43 |
Avg Bars in Winners | 46 | 41 | 51 | 46 | 41 | 51 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 9388 | 4433 | 4955 | 9388 | 4433 | 4955 |
Profit Streak | 1.4664 | 66.2164 | 0 | 1.4664 | 66.2164 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 240743 | 400043 | -504218 | -275826 | -96745 | -581370 |
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{ "first_band": { "type": "dcm", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 84, "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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