Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493600.7142 | 360934.3626 | 132666.3516 | 441961.056 | 143637.2215 | 298323.8345 |
Total P&L (%) | 493.6007 | 360.9344 | 132.6664 | 441.9611 | 143.6372 | 298.3238 |
Avg Daily Profit (%) | 0.2834 | 0.2072 | 0.0762 | 0.0971 | 0.0511 | 0.0794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87948 | -91032 | -63871 | -655355 | -406241 | -479722 |
Profit Factor | 1.9839 | 2.4387 | 1.529 | 1.2048 | 1.135 | 1.2727 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 47.1429 | 45.7143 | 48.5714 | 47.1429 | 45.7143 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.2244 | 2.8959 | 1.619 | 1.3508 | 1.3478 | 1.3475 |
Largest Winning Trade | 253644 | 253644 | 72377 | 253644 | 253644 | 250085 |
Largest Losing Trade | -33135 | -26551 | -33135 | -224976 | -224976 | -214984 |
Avg Bars in Trades | 145 | 101 | 189 | 145 | 101 | 189 |
Avg Bars in Winners | 203 | 120 | 280 | 203 | 120 | 280 |
Avg Bars in Losers | 93 | 85 | 102 | 93 | 85 | 102 |
Bars Traded | 10166 | 3547 | 6619 | 10166 | 3547 | 6619 |
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 | -87785 | 383514 | -89223 | -163762 | -198336 | -87616 |
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{ "first_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 146, "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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