Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798603.1507 | 654992.6976 | 143610.4531 | 2041362.9434 | 2035322.7292 | 6040.2142 |
Total P&L (%) | 798.6032 | 654.9927 | 143.6105 | 2041.3629 | 2035.3227 | 6.0402 |
Avg Daily Profit (%) | 0.3361 | 0.2757 | 0.0604 | 0.129 | 0.1289 | 0.0025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122283 | -84594 | -109727 | -4594410 | -2903228 | -2739418 |
Profit Factor | 1.8347 | 2.4439 | 1.2854 | 1.1301 | 1.2433 | 1.0008 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 42.8571 | 41.8919 | 43.8356 | 42.8571 | 41.8919 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.4462 | 3.3899 | 1.6469 | 1.5068 | 1.7246 | 1.2823 |
Largest Winning Trade | 169130 | 169130 | 65789 | 2143487 | 2143487 | 1065014 |
Largest Losing Trade | -45748 | -33716 | -45748 | -975652 | -860737 | -975652 |
Avg Bars in Trades | 31 | 24 | 39 | 31 | 24 | 39 |
Avg Bars in Winners | 52 | 40 | 62 | 52 | 40 | 62 |
Avg Bars in Losers | 16 | 12 | 20 | 16 | 12 | 20 |
Bars Traded | 4687 | 1819 | 2868 | 4687 | 1819 | 2868 |
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 | 370563 | -53992 | -185466 | -99027 | -86978 | -649269 |
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{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 22, "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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