Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137408.4051 | 321753.4428 | -184345.0377 | -100091.5697 | 488355.4777 | -588447.0474 |
Total P&L (%) | 137.4084 | 321.7534 | -184.345 | -100.0916 | 488.3555 | -588.447 |
Avg Daily Profit (%) | 0.0743 | 0.174 | -0.0997 | 0 | 0.0959 | 0 |
Buy And Hold Return (%) | 23.8751 | 23.8751 | 23.8751 | 23.8751 | 23.8751 | 23.8751 |
Max Trade Drawdown | -377648 | -199698 | -260031 | -1308860 | -773686 | -597051 |
Profit Factor | 1.1782 | 1.8737 | 0.5422 | 0.9284 | 1.6307 | 0.0569 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 15 | 12 | 30 | 17 | 13 |
Losing Trades | 30 | 14 | 16 | 27 | 12 | 15 |
Profitability (%) | 47.3684 | 51.7241 | 42.8571 | 52.6316 | 58.6207 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.3091 | 1.7488 | 0.7229 | 0.8356 | 1.1511 | 0.0656 |
Largest Winning Trade | 293353 | 293353 | 57632 | 960002 | 960002 | 19952 |
Largest Losing Trade | -100611 | -49451 | -100611 | -646438 | -646438 | -272232 |
Avg Bars in Trades | 87 | 68 | 107 | 87 | 68 | 107 |
Avg Bars in Winners | 78 | 44 | 120 | 88 | 85 | 93 |
Avg Bars in Losers | 96 | 94 | 98 | 86 | 44 | 120 |
Bars Traded | 4997 | 1981 | 3015 | 4997 | 1981 | 3015 |
Profit Streak | 0 | 0 | 355.4523 | 125.119 | 269.4523 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -299527 | 400468 | -603646 | -759370 | -61302 | -603222 |
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{ "first_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 231, "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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