Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200133.0977 | 980555.8504 | 219577.2473 | 106528252.1757 | 66333921.3511 | 40194330.8246 |
Total P&L (%) | 1200.1331 | 980.5559 | 219.5772 | 106528.2522 | 66333.9214 | 40194.3308 |
Avg Daily Profit (%) | 0.5429 | 0.4435 | 0.0993 | 0.3159 | 0.2944 | 0.2717 |
Buy And Hold Return (%) | 562.1622 | 562.1622 | 562.1622 | 562.1622 | 562.1622 | 562.1622 |
Max Trade Drawdown | -98350 | -70389 | -88918 | -234362258 | -126669520 | -235534066 |
Profit Factor | 1.9974 | 2.6566 | 1.3592 | 1.0853 | 1.1132 | 1.0607 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Losing Trades | 183 | 89 | 94 | 183 | 89 | 94 |
Profitability (%) | 47.8632 | 49.4318 | 46.2857 | 47.8632 | 49.4318 | 46.2857 |
Ratio Avg Win / Avg Loss | 2.1757 | 2.7177 | 1.5773 | 1.1822 | 1.1388 | 1.2309 |
Largest Winning Trade | 168943 | 168943 | 50639 | 92731991 | 92731991 | 79419607 |
Largest Losing Trade | -29631 | -23041 | -29631 | -91243003 | -43102462 | -91243003 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 31 | 27 | 35 | 31 | 27 | 35 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 8725 | 4004 | 4721 | 8725 | 4004 | 4721 |
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 | 361997 | 252572 | -225402 | -116342 | -86686 | -145947 |
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{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 34, "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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