Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245561.888 | 364451.5098 | -118889.6218 | -93380.0111 | 104019.8127 | -197399.8239 |
Total P&L (%) | 245.5619 | 364.4515 | -118.8896 | -93.38 | 104.0198 | -197.3998 |
Avg Daily Profit (%) | 0.1179 | 0.175 | -0.0571 | -0.1303 | 0.0342 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187251 | -154598 | -331881 | -246010 | -86545 | -265824 |
Profit Factor | 1.1116 | 1.3934 | 0.9067 | 0.9049 | 1.2775 | 0.6751 |
Total Trades | 663 | 331 | 332 | 663 | 331 | 332 |
Winning Trades | 359 | 189 | 170 | 359 | 189 | 170 |
Losing Trades | 304 | 142 | 162 | 304 | 142 | 162 |
Profitability (%) | 54.1478 | 57.0997 | 51.2048 | 54.1478 | 57.0997 | 51.2048 |
Ratio Avg Win / Avg Loss | 0.9413 | 1.0469 | 0.864 | 0.7663 | 0.9598 | 0.6433 |
Largest Winning Trade | 54411 | 54411 | 43229 | 44186 | 27148 | 44186 |
Largest Losing Trade | -75414 | -42214 | -75414 | -101624 | -45345 | -101624 |
Avg Bars in Trades | 37 | 30 | 43 | 37 | 30 | 43 |
Avg Bars in Winners | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Losers | 45 | 39 | 51 | 45 | 39 | 51 |
Bars Traded | 24636 | 10133 | 14503 | 24636 | 10133 | 14503 |
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 | -131060 | 365669 | -579441 | -576776 | -146773 | -579441 |
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{ "first_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 202, "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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