Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342619.0718 | 235084.9102 | 107534.1616 | 1086920.874 | 503830.8295 | 583090.0446 |
Total P&L (%) | 342.6191 | 235.0849 | 107.5342 | 1086.9209 | 503.8308 | 583.09 |
Avg Daily Profit (%) | 0.3289 | 0.2257 | 0.1032 | 0.2378 | 0.1728 | 0.1846 |
Buy And Hold Return (%) | 14.9631 | 14.9631 | 14.9631 | 14.9631 | 14.9631 | 14.9631 |
Max Trade Drawdown | -47272 | -46113 | -48868 | -398746 | -434115 | -239458 |
Profit Factor | 1.5137 | 1.7421 | 1.307 | 1.3274 | 1.2984 | 1.3573 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 158 | 77 | 81 | 158 | 77 | 81 |
Losing Trades | 178 | 91 | 87 | 178 | 91 | 87 |
Profitability (%) | 47.0238 | 45.8333 | 48.2143 | 47.0238 | 45.8333 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.7053 | 2.0588 | 1.4039 | 1.4954 | 1.5345 | 1.4579 |
Largest Winning Trade | 62205 | 62205 | 22158 | 235111 | 235111 | 153761 |
Largest Losing Trade | -26014 | -18898 | -26014 | -199828 | -199828 | -146075 |
Avg Bars in Trades | 73 | 72 | 73 | 73 | 72 | 73 |
Avg Bars in Winners | 95 | 98 | 91 | 95 | 98 | 91 |
Avg Bars in Losers | 54 | 51 | 57 | 54 | 51 | 57 |
Bars Traded | 24651 | 12240 | 12411 | 24651 | 12240 | 12411 |
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 | 425626 | 354496 | -55406 | 331609 | 277005 | 286945 |
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 91, "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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