Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184439.3332 | -5248.5418 | 189687.875 | 110824.9421 | -105167.8798 | 215992.8219 |
Total P&L (%) | 184.4393 | -5.2485 | 189.6879 | 110.8249 | -105.1679 | 215.9928 |
Avg Daily Profit (%) | 0.1771 | -0.005 | 0.1821 | 0.0716 | 0 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144773 | -82426 | -78519 | -345563 | -185101 | -210998 |
Profit Factor | 1.3733 | 0.9801 | 1.8227 | 1.0993 | 0.8151 | 1.3942 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 56.0976 | 54.8387 | 57.377 | 56.0976 | 54.8387 | 57.377 |
Ratio Avg Win / Avg Loss | 1.0747 | 0.8071 | 1.354 | 0.8603 | 0.6712 | 1.0357 |
Largest Winning Trade | 51854 | 19335 | 51854 | 123991 | 64685 | 123991 |
Largest Losing Trade | -32715 | -32715 | -25330 | -109347 | -75638 | -109347 |
Avg Bars in Trades | 45 | 25 | 66 | 45 | 25 | 66 |
Avg Bars in Winners | 42 | 20 | 63 | 42 | 20 | 63 |
Avg Bars in Losers | 49 | 31 | 68 | 49 | 31 | 68 |
Bars Traded | 5613 | 1585 | 4027 | 5613 | 1585 | 4027 |
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 | 326651 | -734053 | -150908 | -209186 | -734053 | -205496 |
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 151, "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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