Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550004.4645 | 1535518.164 | 14486.3005 | 1107146.5284 | 989187.4433 | 117959.0851 |
Total P&L (%) | 1550.0045 | 1535.5182 | 14.4863 | 1107.1465 | 989.1874 | 117.9591 |
Avg Daily Profit (%) | 0.6838 | 0.6774 | 0.0064 | 0.11 | 0.1054 | 0.0344 |
Buy And Hold Return (%) | 338.6895 | 338.6895 | 338.6895 | 338.6895 | 338.6895 | 338.6895 |
Max Trade Drawdown | -68425 | -64296 | -82193 | -2648765 | -1878700 | -2547703 |
Profit Factor | 3.8905 | 7.1862 | 1.0503 | 1.1027 | 1.1891 | 1.0213 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 46.8354 | 45 | 48.7179 | 46.8354 | 45 | 48.7179 |
Ratio Avg Win / Avg Loss | 4.4163 | 8.7832 | 1.1056 | 1.2517 | 1.4533 | 1.075 |
Largest Winning Trade | 1209702 | 1209702 | 55531 | 2319504 | 2319504 | 874546 |
Largest Losing Trade | -39248 | -27518 | -39248 | -1491710 | -652832 | -1491710 |
Avg Bars in Trades | 81 | 82 | 80 | 81 | 82 | 80 |
Avg Bars in Winners | 113 | 114 | 112 | 113 | 114 | 112 |
Avg Bars in Losers | 53 | 55 | 50 | 53 | 55 | 50 |
Bars Traded | 6431 | 3293 | 3139 | 6431 | 3293 | 3139 |
Profit Streak | 46.1488 | 46.1488 | 77.4822 | 46.1488 | 46.1488 | 77.4822 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14075 | 631444 | -515184 | -187751 | -68931 | -509810 |
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{ "first_band": { "type": "zlma", "factors": { "length": 50, "offset": 110 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 50, "offset": 110 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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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