Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468994.4797 | 390788.3209 | 78206.1588 | 22850.018 | 28086.5985 | -5236.5805 |
Total P&L (%) | 468.9945 | 390.7883 | 78.2062 | 22.85 | 28.0866 | -5.2366 |
Avg Daily Profit (%) | 0.2501 | 0.2084 | 0.0417 | 0.011 | 0.0132 | -0.0029 |
Buy And Hold Return (%) | 23.2085 | 23.2085 | 23.2085 | 23.2085 | 23.2085 | 23.2085 |
Max Trade Drawdown | -188478 | -134259 | -100127 | -152605 | -93713 | -90964 |
Profit Factor | 1.6776 | 1.9132 | 1.296 | 1.0597 | 1.1291 | 0.9684 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 51 | 18 | 33 | 51 | 18 | 33 |
Losing Trades | 42 | 28 | 14 | 42 | 28 | 14 |
Profitability (%) | 54.8387 | 39.1304 | 70.2128 | 54.8387 | 39.1304 | 70.2128 |
Ratio Avg Win / Avg Loss | 1.3815 | 2.9761 | 0.5498 | 0.8727 | 1.7564 | 0.4108 |
Largest Winning Trade | 349317 | 349317 | 41133 | 57104 | 57104 | 25293 |
Largest Losing Trade | -48224 | -40464 | -48224 | -50269 | -26332 | -50269 |
Avg Bars in Trades | 54 | 67 | 40 | 54 | 67 | 40 |
Avg Bars in Winners | 61 | 96 | 42 | 61 | 96 | 42 |
Avg Bars in Losers | 44 | 48 | 36 | 44 | 48 | 36 |
Bars Traded | 5022 | 3101 | 1921 | 5022 | 3101 | 1921 |
Profit Streak | 30.2822 | 0 | 36.6155 | 30.2822 | 0 | 36.6155 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415132 | 258191 | -138347 | -499114 | -357165 | -577532 |
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{ "first_band": { "type": "zlma", "factors": { "length": 154, "offset": 15 } }, "second_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } } }
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# | 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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