Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515137.3175 | 406187.1134 | 108950.2041 | 42803.076 | -78694.3262 | 121497.4022 |
Total P&L (%) | 515.1373 | 406.1871 | 108.9502 | 42.8031 | -78.6943 | 121.4974 |
Avg Daily Profit (%) | 0.3464 | 0.2731 | 0.0733 | 0.024 | -0.1039 | 0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181494 | -101426 | -156267 | -1238336 | -973487 | -819058 |
Profit Factor | 1.2812 | 1.3978 | 1.1344 | 1.0061 | 0.9799 | 1.0395 |
Total Trades | 717 | 359 | 358 | 717 | 359 | 358 |
Winning Trades | 311 | 145 | 166 | 311 | 145 | 166 |
Losing Trades | 406 | 214 | 192 | 406 | 214 | 192 |
Profitability (%) | 43.3752 | 40.39 | 46.3687 | 43.3752 | 40.39 | 46.3687 |
Ratio Avg Win / Avg Loss | 1.6725 | 2.0629 | 1.312 | 1.3135 | 1.4462 | 1.2024 |
Largest Winning Trade | 372824 | 372824 | 51335 | 359097 | 359097 | 219597 |
Largest Losing Trade | -52813 | -19899 | -52813 | -347518 | -188534 | -347518 |
Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Winners | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Losers | 18 | 22 | 13 | 18 | 22 | 13 |
Bars Traded | 17582 | 10196 | 7386 | 17582 | 10196 | 7386 |
Profit Streak | 13.7676 | 13.8509 | 0 | 13.7676 | 13.8509 | 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 | 446924 | 305942 | -167683 | -374574 | -580651 | -298351 |
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{ "first_band": { "type": "zlma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "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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