Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915661.0786 | 830017.2218 | 85643.8568 | 1763471.3066 | 839958.3986 | 923512.9079 |
Total P&L (%) | 915.6611 | 830.0172 | 85.6439 | 1763.4713 | 839.9584 | 923.5129 |
Avg Daily Profit (%) | 0.4921 | 0.4461 | 0.046 | 0.1573 | 0.1205 | 0.1251 |
Buy And Hold Return (%) | 16.1884 | 16.1884 | 16.1884 | 16.1884 | 16.1884 | 16.1884 |
Max Trade Drawdown | -82903 | -70151 | -134968 | -1178975 | -987301 | -626178 |
Profit Factor | 2.0558 | 3.0089 | 1.1886 | 1.2103 | 1.1909 | 1.2317 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 47.7528 | 47.191 | 48.3146 | 47.7528 | 47.191 | 48.3146 |
Ratio Avg Win / Avg Loss | 2.2493 | 3.3671 | 1.2715 | 1.3242 | 1.3326 | 1.3176 |
Largest Winning Trade | 569152 | 569152 | 65903 | 714926 | 714926 | 679439 |
Largest Losing Trade | -43879 | -43879 | -38775 | -585112 | -399152 | -585112 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 38 | 30 | 46 | 38 | 30 | 46 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 5428 | 2369 | 3059 | 5428 | 2369 | 3059 |
Profit Streak | 49.2424 | 0 | 57.5757 | 49.2424 | 0 | 57.5757 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542305 | 531263 | -146044 | 281884 | -43448 | -26363 |
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{ "first_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 43, "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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