Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381801.2176 | 378134.1044 | 3667.1132 | 332739.3641 | 266736.6317 | 66002.7324 |
Total P&L (%) | 381.8012 | 378.1341 | 3.6671 | 332.7394 | 266.7366 | 66.0027 |
Avg Daily Profit (%) | 0.2704 | 0.2678 | 0.0026 | 0.1038 | 0.0921 | 0.0359 |
Buy And Hold Return (%) | 55.9206 | 55.9206 | 55.9206 | 55.9206 | 55.9206 | 55.9206 |
Max Trade Drawdown | -134120 | -95140 | -124447 | -577931 | -438542 | -369738 |
Profit Factor | 1.8543 | 2.7528 | 1.0159 | 1.2373 | 1.337 | 1.108 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40.9836 | 41.9355 | 40 | 40.9836 | 41.9355 | 40 |
Ratio Avg Win / Avg Loss | 2.6701 | 3.8115 | 1.5238 | 1.7817 | 1.8512 | 1.6621 |
Largest Winning Trade | 118700 | 118700 | 65621 | 262611 | 251339 | 262611 |
Largest Losing Trade | -42439 | -42439 | -28727 | -179785 | -179785 | -106101 |
Avg Bars in Trades | 130 | 111 | 148 | 130 | 111 | 148 |
Avg Bars in Winners | 196 | 199 | 194 | 196 | 199 | 194 |
Avg Bars in Losers | 83 | 49 | 118 | 83 | 49 | 118 |
Bars Traded | 7936 | 3471 | 4465 | 7936 | 3471 | 4465 |
Profit Streak | 500.7675 | 500.7675 | 594.7675 | 500.7675 | 500.7675 | 594.7675 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157196 | 385315 | -559676 | -223095 | -72736 | -357783 |
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{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 80, "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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