Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779357.0329 | 468306.8611 | 311050.1718 | 5849738.2039 | 1154525.6146 | 4695212.5893 |
Total P&L (%) | 779.357 | 468.3069 | 311.0502 | 5849.7382 | 1154.5256 | 4695.2126 |
Avg Daily Profit (%) | 0.4317 | 0.2594 | 0.1723 | 0.2266 | 0.1402 | 0.2146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64329 | -90613 | -44363 | -5500112 | -6471031 | -3509969 |
Profit Factor | 2.035 | 2.0446 | 2.021 | 1.1851 | 1.0672 | 1.3254 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 44.0367 | 39.4495 | 48.6239 | 44.0367 | 39.4495 | 48.6239 |
Ratio Avg Win / Avg Loss | 2.5862 | 3.1382 | 2.1354 | 1.5061 | 1.6381 | 1.4004 |
Largest Winning Trade | 300397 | 300397 | 51608 | 2977443 | 2977443 | 2629291 |
Largest Losing Trade | -34235 | -34235 | -16443 | -1488987 | -1488987 | -1326431 |
Avg Bars in Trades | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Winners | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Losers | 20 | 27 | 11 | 20 | 27 | 11 |
Bars Traded | 6960 | 3933 | 3027 | 6960 | 3933 | 3027 |
Profit Streak | 22.7698 | 23.2698 | 0 | 22.7698 | 23.2698 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477187 | 294992 | 385328 | -8162 | -154731 | 283695 |
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{ "first_band": { "type": "zlma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 7, "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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