Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259386.4716 | 191869.0197 | 67517.4519 | 577146.2057 | 355090.564 | 222055.6417 |
Total P&L (%) | 259.3865 | 191.869 | 67.5175 | 577.1462 | 355.0906 | 222.0556 |
Avg Daily Profit (%) | 0.498 | 0.3684 | 0.1296 | 0.3679 | 0.2914 | 0.2248 |
Buy And Hold Return (%) | 75.4834 | 75.4834 | 75.4834 | 75.4834 | 75.4834 | 75.4834 |
Max Trade Drawdown | -70845 | -50603 | -39449 | -159673 | -126629 | -97736 |
Profit Factor | 1.3715 | 1.5389 | 1.1974 | 1.2952 | 1.3518 | 1.2348 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Losing Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Profitability (%) | 48.7755 | 48.5714 | 48.9796 | 48.7755 | 48.5714 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.4404 | 1.6294 | 1.2473 | 1.3602 | 1.4314 | 1.2862 |
Largest Winning Trade | 37926 | 37926 | 29967 | 106654 | 106654 | 80930 |
Largest Losing Trade | -15545 | -15545 | -10832 | -67327 | -67327 | -41381 |
Avg Bars in Trades | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Winners | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 24795 | 12426 | 12369 | 24795 | 12426 | 12369 |
Profit Streak | 0 | 0 | 7.9963 | 0 | 0 | 7.9963 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341344 | 280760 | -188723 | 397554 | 245104 | 172478 |
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 153, "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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