Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482162.3058 | 1476724.123 | 5438.1828 | 403310.555 | 453396.1062 | -50085.5512 |
Total P&L (%) | 1482.1623 | 1476.7241 | 5.4382 | 403.3106 | 453.3961 | -50.0856 |
Avg Daily Profit (%) | 0.8159 | 0.8129 | 0.003 | 0.089 | 0.0942 | -0.0382 |
Buy And Hold Return (%) | 583.07 | 583.07 | 583.07 | 583.07 | 583.07 | 583.07 |
Max Trade Drawdown | -129110 | -141450 | -40516 | -1493282 | -1399751 | -277328 |
Profit Factor | 3.8562 | 4.6951 | 1.0456 | 1.1026 | 1.1392 | 0.9254 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 45.8333 | 33.3333 | 58.3333 | 45.8333 | 33.3333 | 58.3333 |
Ratio Avg Win / Avg Loss | 4.5574 | 9.3901 | 0.7469 | 1.3031 | 2.2783 | 0.661 |
Largest Winning Trade | 846161 | 846161 | 17027 | 1478595 | 1478595 | 76721 |
Largest Losing Trade | -65764 | -65764 | -25137 | -865525 | -865525 | -165823 |
Avg Bars in Trades | 71 | 135 | 7 | 71 | 135 | 7 |
Avg Bars in Winners | 88 | 229 | 8 | 88 | 229 | 8 |
Avg Bars in Losers | 56 | 87 | 7 | 56 | 87 | 7 |
Bars Traded | 5151 | 4866 | 285 | 5151 | 4866 | 285 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68780 | 386580 | -525278 | -432942 | -305777 | -579422 |
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{ "first_band": { "type": "dcl", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 17, "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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