Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870667.0923 | 732202.1875 | 138464.9048 | 1348639.3228 | 807120.994 | 541518.3288 |
Total P&L (%) | 870.6671 | 732.2022 | 138.4649 | 1348.6393 | 807.121 | 541.5183 |
Avg Daily Profit (%) | 0.3614 | 0.3039 | 0.0575 | 0.111 | 0.0916 | 0.0772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91391 | -62599 | -95129 | -1923970 | -1218348 | -1323150 |
Profit Factor | 2.504 | 3.8677 | 1.4279 | 1.2053 | 1.2879 | 1.1438 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 42.6829 | 39.0244 | 46.3415 | 42.6829 | 39.0244 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.3625 | 6.0433 | 1.6534 | 1.6186 | 2.0123 | 1.3244 |
Largest Winning Trade | 458401 | 458401 | 69369 | 1187740 | 738808 | 1187740 |
Largest Losing Trade | -61226 | -35311 | -61226 | -1176788 | -453613 | -1176788 |
Avg Bars in Trades | 114 | 84 | 144 | 114 | 84 | 144 |
Avg Bars in Winners | 187 | 133 | 234 | 187 | 133 | 234 |
Avg Bars in Losers | 60 | 53 | 67 | 60 | 53 | 67 |
Bars Traded | 9411 | 3474 | 5937 | 9411 | 3474 | 5937 |
Profit Streak | 0 | 0 | 43.6408 | 0 | 0 | 43.6408 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 92407 | 419685 | -115034 | -55372 | -73409 | -152627 |
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{ "first_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 67, "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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