Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400948.0493 | 328092.4904 | 72855.5588 | 339995.065 | 181611.2701 | 158383.7949 |
Total P&L (%) | 400.948 | 328.0925 | 72.8556 | 339.9951 | 181.6113 | 158.3838 |
Avg Daily Profit (%) | 0.3849 | 0.315 | 0.0699 | 0.1423 | 0.0994 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61362 | -54747 | -59409 | -138238 | -141046 | -79786 |
Profit Factor | 1.6878 | 2.0148 | 1.2807 | 1.3086 | 1.282 | 1.346 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 71 | 28 | 43 | 71 | 28 | 43 |
Losing Trades | 125 | 70 | 55 | 125 | 70 | 55 |
Profitability (%) | 36.2245 | 28.5714 | 43.8776 | 36.2245 | 28.5714 | 43.8776 |
Ratio Avg Win / Avg Loss | 2.9716 | 5.0369 | 1.6381 | 2.3039 | 3.205 | 1.7217 |
Largest Winning Trade | 311137 | 311137 | 22702 | 254252 | 254252 | 57047 |
Largest Losing Trade | -21417 | -21417 | -16834 | -86723 | -86723 | -59808 |
Avg Bars in Trades | 125 | 116 | 133 | 125 | 116 | 133 |
Avg Bars in Winners | 211 | 224 | 202 | 211 | 224 | 202 |
Avg Bars in Losers | 76 | 73 | 80 | 76 | 73 | 80 |
Bars Traded | 24511 | 11387 | 13123 | 24511 | 11387 | 13123 |
Profit Streak | 19.8862 | 0 | 20.8029 | 19.8862 | 0 | 20.8029 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310477 | -1934 | -100595 | -5555 | -73497 | -71888 |
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 79, "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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