Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446962.2859 | 403873.1399 | 43089.146 | 166155.1091 | 24124.4944 | 142030.6147 |
Total P&L (%) | 446.9623 | 403.8731 | 43.0891 | 166.1551 | 24.1245 | 142.0306 |
Avg Daily Profit (%) | 0.191 | 0.1726 | 0.0184 | 0.0418 | 0.0092 | 0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132624 | -66867 | -70328 | -976343 | -605577 | -488436 |
Profit Factor | 1.788 | 2.3432 | 1.1617 | 1.0625 | 1.0161 | 1.1222 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.3467 | 3.0754 | 1.5247 | 1.3945 | 1.3337 | 1.4728 |
Largest Winning Trade | 243159 | 243159 | 61567 | 427023 | 263982 | 427023 |
Largest Losing Trade | -52397 | -52397 | -36025 | -232838 | -209192 | -232838 |
Avg Bars in Trades | 122 | 105 | 140 | 122 | 105 | 140 |
Avg Bars in Winners | 205 | 165 | 244 | 205 | 165 | 244 |
Avg Bars in Losers | 59 | 59 | 60 | 59 | 59 | 60 |
Bars Traded | 9081 | 3898 | 5183 | 9081 | 3898 | 5183 |
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 | -60470 | 332167 | -214421 | -360212 | -390044 | -231206 |
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 89, "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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