Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617016.592 | 616306.644 | 709.948 | 389858.1513 | 517518.2706 | -127660.1193 |
Total P&L (%) | 617.0166 | 616.3066 | 0.7099 | 389.8582 | 517.5183 | -127.6601 |
Avg Daily Profit (%) | 0.34 | 0.3396 | 0.0004 | 0.0876 | 0.1004 | 0 |
Buy And Hold Return (%) | 216.8697 | 216.8697 | 216.8697 | 216.8697 | 216.8697 | 216.8697 |
Max Trade Drawdown | -94623 | -68819 | -103916 | -442149 | -329526 | -297979 |
Profit Factor | 1.9914 | 3.1713 | 1.0021 | 1.2017 | 1.6492 | 0.8876 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 45.4545 | 41.0256 | 50 | 45.4545 | 41.0256 | 50 |
Ratio Avg Win / Avg Loss | 2.3897 | 4.5587 | 1.0021 | 1.442 | 2.3707 | 0.8876 |
Largest Winning Trade | 216146 | 216146 | 70898 | 397595 | 397595 | 318942 |
Largest Losing Trade | -48188 | -41142 | -48188 | -297979 | -168238 | -297979 |
Avg Bars in Trades | 46 | 39 | 53 | 46 | 39 | 53 |
Avg Bars in Winners | 71 | 68 | 73 | 71 | 68 | 73 |
Avg Bars in Losers | 25 | 19 | 32 | 25 | 19 | 32 |
Bars Traded | 3563 | 1540 | 2023 | 3563 | 1540 | 2023 |
Profit Streak | 21.6852 | 43.6852 | 0 | 21.6852 | 43.6852 | 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 | -37726 | 328442 | -576270 | -132277 | -62689 | -580764 |
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{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 32, "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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