Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282174.9355 | 300133.0716 | -17958.1361 | -97639.7198 | -181397.2403 | 83757.5205 |
Total P&L (%) | 282.1749 | 300.1331 | -17.9581 | -97.6397 | -181.3972 | 83.7575 |
Avg Daily Profit (%) | 0.148 | 0.1575 | -0.0094 | -0.1964 | 0 | 0.0319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189918 | -114296 | -189819 | -1084138 | -853973 | -634029 |
Profit Factor | 1.2703 | 1.63 | 0.9683 | 0.9713 | 0.8963 | 1.0507 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 50.5618 | 44.9438 | 56.1798 | 50.5618 | 44.9438 | 56.1798 |
Ratio Avg Win / Avg Loss | 1.2421 | 1.9968 | 0.7553 | 0.9497 | 1.098 | 0.8195 |
Largest Winning Trade | 158333 | 158333 | 44743 | 314836 | 314836 | 277009 |
Largest Losing Trade | -98498 | -31305 | -98498 | -234863 | -221165 | -234863 |
Avg Bars in Trades | 126 | 104 | 147 | 126 | 104 | 147 |
Avg Bars in Winners | 143 | 109 | 170 | 143 | 109 | 170 |
Avg Bars in Losers | 108 | 101 | 117 | 108 | 101 | 117 |
Bars Traded | 22458 | 9344 | 13114 | 22458 | 9344 | 13114 |
Profit Streak | 5.9916 | 5.9916 | 13.8249 | 5.9916 | 5.9916 | 13.8249 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 239974 | 315319 | -579694 | -578603 | -580696 | -315611 |
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 190, "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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