Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291099.6861 | 191131.405 | 99968.2812 | 412918.0958 | 185602.8799 | 227315.216 |
Total P&L (%) | 291.0997 | 191.1314 | 99.9683 | 412.9181 | 185.6029 | 227.3152 |
Avg Daily Profit (%) | 0.2358 | 0.1548 | 0.081 | 0.1325 | 0.085 | 0.0961 |
Buy And Hold Return (%) | 12.5174 | 12.5174 | 12.5174 | 12.5174 | 12.5174 | 12.5174 |
Max Trade Drawdown | -69851 | -48779 | -48968 | -262852 | -206625 | -116332 |
Profit Factor | 1.6126 | 1.7935 | 1.4266 | 1.4386 | 1.3688 | 1.5189 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 53.3333 | 48.0769 | 58.4906 | 53.3333 | 48.0769 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.411 | 1.937 | 1.0124 | 1.2588 | 1.4783 | 1.0779 |
Largest Winning Trade | 68953 | 68953 | 26482 | 171764 | 171764 | 81385 |
Largest Losing Trade | -33656 | -33656 | -33273 | -103084 | -103084 | -100344 |
Avg Bars in Trades | 44 | 55 | 33 | 44 | 55 | 33 |
Avg Bars in Winners | 43 | 55 | 33 | 43 | 55 | 33 |
Avg Bars in Losers | 44 | 55 | 31 | 44 | 55 | 31 |
Bars Traded | 4650 | 2899 | 1751 | 4650 | 2899 | 1751 |
Profit Streak | 6.4054 | 0 | 67.6554 | 6.4054 | 0 | 67.6554 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405770 | -170166 | -261497 | -13771 | -259712 | -240775 |
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{ "first_band": { "type": "zlma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 66, "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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