Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386064.3961 | 213273.1852 | 172791.211 | 140833.0375 | -220719.7567 | 361552.7942 |
Total P&L (%) | 386.0644 | 213.2732 | 172.7912 | 140.833 | -220.7198 | 361.5528 |
Avg Daily Profit (%) | 0.2139 | 0.1182 | 0.0958 | 0.0487 | 0 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159544 | -120543 | -112307 | -981498 | -581390 | -653633 |
Profit Factor | 1.3805 | 1.3952 | 1.3638 | 1.035 | 0.8953 | 1.1892 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Losing Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Profitability (%) | 51.0288 | 47.541 | 54.5455 | 51.0288 | 47.541 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3248 | 1.5395 | 1.1365 | 0.9933 | 0.9879 | 0.991 |
Largest Winning Trade | 75190 | 75190 | 61499 | 411527 | 187110 | 411527 |
Largest Losing Trade | -57244 | -27683 | -57244 | -341687 | -134482 | -341687 |
Avg Bars in Trades | 87 | 68 | 106 | 87 | 68 | 106 |
Avg Bars in Winners | 103 | 69 | 134 | 103 | 69 | 134 |
Avg Bars in Losers | 69 | 67 | 72 | 69 | 67 | 72 |
Bars Traded | 21160 | 8317 | 12843 | 21160 | 8317 | 12843 |
Profit Streak | 0 | 0 | 17.7942 | 0 | 0 | 17.7942 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349947 | -34629 | -63735 | -310086 | -581964 | -92888 |
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{ "first_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 133, "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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