Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396509.4647 | 400999.3119 | -4489.8471 | -194492.1189 | 1100795.246 | -1295287.365 |
Total P&L (%) | 396.5095 | 400.9993 | -4.4898 | -194.4921 | 1100.7952 | -1295.2874 |
Avg Daily Profit (%) | 0.2006 | 0.2029 | -0.0023 | 0 | 0.1258 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139767 | -67578 | -230447 | -1254517 | -649089 | -1449622 |
Profit Factor | 1.5246 | 2.3037 | 0.99 | 0.9424 | 1.8648 | 0.3847 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 48 | 26 | 22 | 53 | 30 | 23 |
Losing Trades | 56 | 26 | 30 | 51 | 22 | 29 |
Profitability (%) | 46.1538 | 50 | 42.3077 | 50.9615 | 57.6923 | 44.2308 |
Ratio Avg Win / Avg Loss | 1.7786 | 2.3037 | 1.35 | 0.9069 | 1.3675 | 0.4851 |
Largest Winning Trade | 94168 | 94168 | 80351 | 421249 | 421249 | 200890 |
Largest Losing Trade | -110631 | -45546 | -110631 | -544990 | -504445 | -544990 |
Avg Bars in Trades | 74 | 53 | 95 | 74 | 53 | 95 |
Avg Bars in Winners | 107 | 81 | 138 | 71 | 52 | 97 |
Avg Bars in Losers | 45 | 25 | 63 | 76 | 55 | 93 |
Bars Traded | 7725 | 2772 | 4953 | 7725 | 2772 | 4953 |
Profit Streak | 0 | 0 | 586.5021 | 480.7521 | 539.5021 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323075 | -168023 | -761574 | -579792 | -200677 | -763076 |
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{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 77, "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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