Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037546.7386 | 870878.0207 | 166668.7179 | 24287261.5275 | 23491094.7182 | 796166.8093 |
Total P&L (%) | 1037.5467 | 870.878 | 166.6687 | 24287.2615 | 23491.0947 | 796.1668 |
Avg Daily Profit (%) | 0.4149 | 0.3483 | 0.0667 | 0.2201 | 0.2187 | 0.0877 |
Buy And Hold Return (%) | 811.8714 | 811.8714 | 811.8714 | 811.8714 | 811.8714 | 811.8714 |
Max Trade Drawdown | -58426 | -44270 | -59294 | -8642007 | -3308025 | -5333982 |
Profit Factor | 4.044 | 5.6498 | 2.0854 | 2.6299 | 4.4233 | 1.099 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 55.8824 | 58.8235 | 52.9412 | 55.8824 | 58.8235 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.1926 | 3.9549 | 1.8537 | 2.0762 | 3.0963 | 0.9769 |
Largest Winning Trade | 361297 | 361297 | 61546 | 16595126 | 16595126 | 3537324 |
Largest Losing Trade | -58426 | -41505 | -58426 | -5333982 | -3308025 | -5333982 |
Avg Bars in Trades | 65 | 86 | 44 | 65 | 86 | 44 |
Avg Bars in Winners | 88 | 103 | 70 | 88 | 103 | 70 |
Avg Bars in Losers | 37 | 62 | 15 | 37 | 62 | 15 |
Bars Traded | 4476 | 2952 | 1524 | 4476 | 2952 | 1524 |
Profit Streak | 73.3082 | 168.3082 | 0 | 73.3082 | 168.3082 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174509 | -123108 | -265383 | -98954 | 649827 | -354069 |
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{ "first_band": { "type": "zlma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 114, "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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