Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59679.6268 | -698.0737 | 60377.7006 | 61176.4175 | -3876.215 | 65052.6325 |
Total P&L (%) | 59.6796 | -0.6981 | 60.3777 | 61.1764 | -3.8762 | 65.0526 |
Avg Daily Profit (%) | 0.2292 | -0.0027 | 0.2318 | 0.1835 | -0.0152 | 0.1926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30378 | -24392 | -18832 | -39879 | -28908 | -23923 |
Profit Factor | 1.4083 | 0.9915 | 1.9483 | 1.3398 | 0.9619 | 1.8302 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 69.5652 | 60.8696 | 78.2609 | 69.5652 | 60.8696 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.6161 | 0.6374 | 0.5412 | 0.5862 | 0.6184 | 0.5084 |
Largest Winning Trade | 10251 | 10251 | 8701 | 11280 | 11280 | 9957 |
Largest Losing Trade | -18832 | -13318 | -18832 | -22516 | -18916 | -22516 |
Avg Bars in Trades | 258 | 287 | 229 | 258 | 287 | 229 |
Avg Bars in Winners | 165 | 160 | 170 | 165 | 160 | 170 |
Avg Bars in Losers | 470 | 484 | 445 | 470 | 484 | 445 |
Bars Traded | 23779 | 13203 | 10577 | 23779 | 13203 | 10577 |
Profit Streak | 4.8986 | 4.8986 | 22.0444 | 4.8986 | 4.8986 | 22.0444 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324511 | -580069 | 432936 | 298970 | -580069 | 423877 |
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{ "first_band": { "type": "zlma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 184, "offset": 204 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 184, "offset": 204 } } }
# | 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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