Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739099.5732 | 587560.9258 | 151538.6473 | 3141719.1875 | 298902.5322 | 2842816.6553 |
Total P&L (%) | 739.0996 | 587.5609 | 151.5386 | 3141.7192 | 298.9025 | 2842.8167 |
Avg Daily Profit (%) | 0.3976 | 0.3161 | 0.0815 | 0.1873 | 0.0745 | 0.1821 |
Buy And Hold Return (%) | 79.3221 | 79.3221 | 79.3221 | 79.3221 | 79.3221 | 79.3221 |
Max Trade Drawdown | -57842 | -97454 | -48201 | -1063440 | -1492487 | -431124 |
Profit Factor | 3.2298 | 4.066 | 2.0837 | 1.5518 | 1.0777 | 2.5413 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 50.7937 | 56.25 | 45.1613 | 50.7937 | 56.25 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.1288 | 3.1625 | 2.5302 | 1.5033 | 0.8382 | 3.0859 |
Largest Winning Trade | 387948 | 387948 | 64955 | 992611 | 691775 | 992611 |
Largest Losing Trade | -44164 | -33594 | -44164 | -877683 | -877683 | -394343 |
Avg Bars in Trades | 81 | 58 | 105 | 81 | 58 | 105 |
Avg Bars in Winners | 100 | 56 | 156 | 100 | 56 | 156 |
Avg Bars in Losers | 61 | 60 | 62 | 61 | 60 | 62 |
Bars Traded | 5117 | 1856 | 3261 | 5117 | 1856 | 3261 |
Profit Streak | 0 | 0 | 80.6492 | 0 | 0 | 80.6492 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134997 | 609033 | -89006 | -140233 | -231953 | 409166 |
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 138, "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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