Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564735.0014 | 466030.9723 | 98704.029 | 613063.1547 | 1420390.7492 | -807327.5945 |
Total P&L (%) | 564.735 | 466.031 | 98.704 | 613.0632 | 1420.3907 | -807.3276 |
Avg Daily Profit (%) | 0.3001 | 0.2476 | 0.0524 | 0.1044 | 0.1447 | 0 |
Buy And Hold Return (%) | 17.1429 | 17.1429 | 17.1429 | 17.1429 | 17.1429 | 17.1429 |
Max Trade Drawdown | -176140 | -96048 | -134492 | -2159393 | -750549 | -2443335 |
Profit Factor | 1.4811 | 1.8636 | 1.1556 | 1.0728 | 1.4499 | 0.8465 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 45.0758 | 40.9091 | 49.2424 | 45.0758 | 40.9091 | 49.2424 |
Ratio Avg Win / Avg Loss | 1.8046 | 2.6919 | 1.1912 | 1.3073 | 2.0944 | 0.8725 |
Largest Winning Trade | 110530 | 110530 | 52749 | 668394 | 668394 | 623730 |
Largest Losing Trade | -55605 | -30163 | -55605 | -922942 | -165847 | -922942 |
Avg Bars in Trades | 84 | 71 | 98 | 84 | 71 | 98 |
Avg Bars in Winners | 111 | 89 | 129 | 111 | 89 | 129 |
Avg Bars in Losers | 62 | 58 | 68 | 62 | 58 | 68 |
Bars Traded | 22393 | 9377 | 13016 | 22393 | 9377 | 13016 |
Profit Streak | 8.0369 | 8.0369 | 15.5369 | 8.0369 | 8.0369 | 15.5369 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424505 | 306005 | -172985 | -192944 | -391 | -580695 |
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{ "first_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 109, "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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