Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435526.2282 | 166949.8345 | 268576.3937 | 1186609.3823 | 119229.7618 | 1067379.6205 |
Total P&L (%) | 435.5262 | 166.9498 | 268.5764 | 1186.6094 | 119.2298 | 1067.3796 |
Avg Daily Profit (%) | 0.2475 | 0.0949 | 0.1526 | 0.1453 | 0.0446 | 0.1397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50888 | -60997 | -37164 | -632015 | -610371 | -406005 |
Profit Factor | 2.2646 | 1.7757 | 3.0793 | 1.523 | 1.0916 | 2.1032 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 44.4444 | 35.4839 | 53.125 | 44.4444 | 35.4839 | 53.125 |
Ratio Avg Win / Avg Loss | 2.8308 | 3.2285 | 2.717 | 1.9038 | 1.9848 | 1.8558 |
Largest Winning Trade | 141948 | 141948 | 68032 | 571438 | 332034 | 571438 |
Largest Losing Trade | -26411 | -26411 | -23631 | -276920 | -223971 | -276920 |
Avg Bars in Trades | 108 | 70 | 144 | 108 | 70 | 144 |
Avg Bars in Winners | 157 | 95 | 198 | 157 | 95 | 198 |
Avg Bars in Losers | 68 | 56 | 84 | 68 | 56 | 84 |
Bars Traded | 6809 | 2174 | 4635 | 6809 | 2174 | 4635 |
Profit Streak | 19.3669 | 0 | 29.1169 | 19.3669 | 0 | 29.1169 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140542 | -68629 | 504436 | -149013 | -257628 | -1158 |
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 69, "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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