Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301256.7096 | 343170.0409 | -41913.3314 | 11328.2898 | 172727.2576 | -161398.9678 |
Total P&L (%) | 301.2567 | 343.17 | -41.9133 | 11.3283 | 172.7273 | -161.399 |
Avg Daily Profit (%) | 0.2134 | 0.2431 | -0.0297 | 0.0076 | 0.0711 | 0 |
Buy And Hold Return (%) | 73.407 | 73.407 | 73.407 | 73.407 | 73.407 | 73.407 |
Max Trade Drawdown | -121954 | -107605 | -152683 | -870696 | -655319 | -379932 |
Profit Factor | 1.5192 | 2.1332 | 0.8489 | 1.0049 | 1.1371 | 0.849 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 46.7532 | 46.1538 | 47.3684 | 46.7532 | 46.1538 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.7302 | 2.4888 | 0.9432 | 1.1444 | 1.3267 | 0.9434 |
Largest Winning Trade | 207810 | 207810 | 40493 | 290489 | 290489 | 184467 |
Largest Losing Trade | -42229 | -42229 | -39254 | -343219 | -209016 | -343219 |
Avg Bars in Trades | 102 | 84 | 122 | 102 | 84 | 122 |
Avg Bars in Winners | 124 | 106 | 142 | 124 | 106 | 142 |
Avg Bars in Losers | 83 | 64 | 103 | 83 | 64 | 103 |
Bars Traded | 7924 | 3288 | 4636 | 7924 | 3288 | 4636 |
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 | -39399 | 322166 | -581788 | -611165 | -173710 | -581788 |
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 155, "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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