Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1417875.6756 | 1430031.2457 | -12155.5702 | 625075.7919 | 560326.7825 | 64749.0094 |
Total P&L (%) | 1417.8757 | 1430.0312 | -12.1556 | 625.0758 | 560.3268 | 64.749 |
Avg Daily Profit (%) | 0.5995 | 0.6047 | -0.0051 | 0.0838 | 0.0798 | 0.0211 |
Buy And Hold Return (%) | 410.8302 | 410.8302 | 410.8302 | 410.8302 | 410.8302 | 410.8302 |
Max Trade Drawdown | -132550 | -131971 | -125076 | -1351284 | -1235299 | -534625 |
Profit Factor | 3.2384 | 5.5119 | 0.9616 | 1.1386 | 1.2207 | 1.0328 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 35.3659 | 34.1463 | 36.5854 | 35.3659 | 34.1463 | 36.5854 |
Ratio Avg Win / Avg Loss | 5.9184 | 10.6301 | 1.6668 | 2.0809 | 2.3542 | 1.7903 |
Largest Winning Trade | 1256377 | 1256377 | 58116 | 1497234 | 1497234 | 581961 |
Largest Losing Trade | -30823 | -30823 | -24563 | -536987 | -536987 | -262956 |
Avg Bars in Trades | 54 | 42 | 67 | 54 | 42 | 67 |
Avg Bars in Winners | 108 | 81 | 133 | 108 | 81 | 133 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 4487 | 1740 | 2747 | 4487 | 1740 | 2747 |
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 | 16701 | 390727 | -583181 | -172150 | -143917 | -518898 |
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 29, "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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