Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376621.4012 | 259416.1133 | 117205.2879 | 125657.9362 | 1493878.2457 | -1368220.3095 |
Total P&L (%) | 376.6214 | 259.4161 | 117.2053 | 125.6579 | 1493.8782 | -1368.2203 |
Avg Daily Profit (%) | 0.2222 | 0.153 | 0.0691 | 0.048 | 0.1635 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186066 | -49183 | -165007 | -3586405 | -883383 | -3653514 |
Profit Factor | 1.4334 | 1.7277 | 1.2287 | 1.0094 | 1.3117 | 0.8411 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.4334 | 1.7277 | 1.2287 | 1.0094 | 1.3117 | 0.8411 |
Largest Winning Trade | 125246 | 125246 | 43162 | 742149 | 624338 | 742149 |
Largest Losing Trade | -70635 | -23433 | -70635 | -1338413 | -628586 | -1338413 |
Avg Bars in Trades | 97 | 78 | 116 | 97 | 78 | 116 |
Avg Bars in Winners | 106 | 84 | 128 | 106 | 84 | 128 |
Avg Bars in Losers | 88 | 71 | 104 | 88 | 71 | 104 |
Bars Traded | 19843 | 7960 | 11883 | 19843 | 7960 | 11883 |
Profit Streak | 4.8673 | 14.6173 | 4.8673 | 4.8673 | 14.6173 | 4.8673 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390132 | 421337 | -100650 | -336859 | 327247 | -580468 |
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{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 204, "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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