Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1507533.3918 | 16597.1118 | -1524130.5037 | -33374.5298 | 16452503.5731 | -16485878.1029 |
Total P&L (%) | -1507.5334 | 16.5971 | -1524.1305 | -33.3745 | 16452.5036 | -16485.8781 |
Avg Daily Profit (%) | -0.8131 | 0.009 | -0.8221 | -0.0219 | 0.276 | 0 |
Buy And Hold Return (%) | 5586.5017 | 5586.5017 | 5586.5017 | 5586.5017 | 5586.5017 | 5586.5017 |
Max Trade Drawdown | -1590549 | -147657 | -1583754 | -28580960 | -7331614 | -25553271 |
Profit Factor | 0.3531 | 1.0437 | 0.2186 | 0.9994 | 2.1581 | 0.5834 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 165 | 78 | 87 | 111 | 57 | 54 |
Losing Trades | 59 | 34 | 25 | 113 | 55 | 58 |
Profitability (%) | 73.6607 | 69.6429 | 77.6786 | 49.5536 | 50.8929 | 48.2143 |
Ratio Avg Win / Avg Loss | 0.1263 | 0.4549 | 0.0628 | 1.0174 | 2.0823 | 0.6266 |
Largest Winning Trade | 37912 | 37912 | 20108 | 10097627 | 10097627 | 9173790 |
Largest Losing Trade | -689293 | -66143 | -689293 | -20788152 | -3751981 | -20788152 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 11 | 12 | 10 | 30 | 31 | 30 |
Avg Bars in Losers | 90 | 78 | 107 | 33 | 33 | 34 |
Bars Traded | 7230 | 3599 | 3630 | 7230 | 3599 | 3630 |
Profit Streak | 38.2983 | 71.5483 | 38.2983 | 38.2983 | 71.5483 | 38.2983 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574827 | -516712 | -575631 | -576401 | 396731 | -580192 |
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{ "first_band": { "type": "zlma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "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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