Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737657.7049 | 693098.695 | 44559.0099 | 725607.5091 | 2258473.1152 | -1532865.6061 |
Total P&L (%) | 737.6577 | 693.0987 | 44.559 | 725.6075 | 2258.4731 | -1532.8656 |
Avg Daily Profit (%) | 0.3197 | 0.3004 | 0.0193 | 0.0915 | 0.1371 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141473 | -98736 | -157648 | -3706040 | -2446300 | -2855697 |
Profit Factor | 1.7532 | 2.4229 | 1.0905 | 1.0467 | 1.2671 | 0.784 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 53.9683 | 52.381 | 55.5556 | 53.9683 | 52.381 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.4953 | 2.2026 | 0.8724 | 0.8927 | 1.1519 | 0.6272 |
Largest Winning Trade | 182368 | 182368 | 80406 | 2181797 | 2181797 | 906013 |
Largest Losing Trade | -52335 | -34087 | -52335 | -1155030 | -958146 | -1155030 |
Avg Bars in Trades | 101 | 81 | 122 | 101 | 81 | 122 |
Avg Bars in Winners | 121 | 80 | 161 | 121 | 80 | 161 |
Avg Bars in Losers | 78 | 82 | 73 | 78 | 82 | 73 |
Bars Traded | 12827 | 5113 | 7714 | 12827 | 5113 | 7714 |
Profit Streak | 32.1089 | 0 | 34.9423 | 32.1089 | 0 | 34.9423 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455863 | -132859 | -436922 | -239818 | -156099 | -726195 |
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{ "first_band": { "type": "dcm", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 184, "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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