Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1079580.1133 | 956454.5884 | 123125.5249 | 9952860.8997 | 3413407.0773 | 6539453.8224 |
Total P&L (%) | 1079.5801 | 956.4546 | 123.1255 | 9952.8609 | 3413.4071 | 6539.4538 |
Avg Daily Profit (%) | 0.4778 | 0.4233 | 0.0545 | 0.2043 | 0.1576 | 0.1859 |
Buy And Hold Return (%) | 350.5495 | 350.5495 | 350.5495 | 350.5495 | 350.5495 | 350.5495 |
Max Trade Drawdown | -97295 | -51180 | -79878 | -8281436 | -8457584 | -3803931 |
Profit Factor | 3.3122 | 4.4562 | 1.6475 | 1.3161 | 1.1733 | 1.5544 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 61.5385 | 57.5758 | 65.625 | 61.5385 | 57.5758 | 65.625 |
Ratio Avg Win / Avg Loss | 2.0701 | 3.2835 | 0.863 | 0.8225 | 0.8645 | 0.8142 |
Largest Winning Trade | 347513 | 347513 | 54630 | 6326123 | 6326123 | 5549978 |
Largest Losing Trade | -68014 | -44735 | -68014 | -4115289 | -4115289 | -3803931 |
Avg Bars in Trades | 118 | 92 | 145 | 118 | 92 | 145 |
Avg Bars in Winners | 133 | 78 | 183 | 133 | 78 | 183 |
Avg Bars in Losers | 94 | 111 | 73 | 94 | 111 | 73 |
Bars Traded | 7720 | 3060 | 4660 | 7720 | 3060 | 4660 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120799 | 538101 | -283592 | -127914 | -22921 | 355749 |
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 168, "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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