Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3341537.0999 | 20973.047 | -3362510.1468 | -1027594.4402 | 39579984.9244 | -40607579.3646 |
Total P&L (%) | -3341.5371 | 20.973 | -3362.5101 | -1027.5944 | 39579.9849 | -40607.5794 |
Avg Daily Profit (%) | -1.6352 | 0.0103 | -1.6455 | 0 | 0.2932 | 0 |
Buy And Hold Return (%) | 6473.3083 | 6473.3083 | 6473.3083 | 6473.3083 | 6473.3083 | 6473.3083 |
Max Trade Drawdown | -3361784 | -117479 | -3364577 | -93100837 | -37336431 | -103924897 |
Profit Factor | 0.16 | 1.0659 | 0.0812 | 0.9942 | 1.8767 | 0.6922 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 17 | 17 | 30 | 17 | 13 |
Losing Trades | 26 | 13 | 13 | 30 | 13 | 17 |
Profitability (%) | 56.6667 | 56.6667 | 56.6667 | 50 | 56.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.1223 | 0.8151 | 0.0621 | 0.9942 | 1.4352 | 0.9052 |
Largest Winning Trade | 90426 | 90426 | 47207 | 51718132 | 23350482 | 51718132 |
Largest Losing Trade | -1805059 | -56509 | -1805059 | -45414051 | -13656940 | -45414051 |
Avg Bars in Trades | 58 | 42 | 75 | 58 | 42 | 75 |
Avg Bars in Winners | 29 | 34 | 23 | 66 | 37 | 104 |
Avg Bars in Losers | 97 | 51 | 142 | 50 | 47 | 52 |
Bars Traded | 3514 | 1263 | 2251 | 3514 | 1263 | 2251 |
Profit Streak | 334.4382 | 425.4382 | 334.4382 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752447 | -492463 | -579374 | -754277 | 414434 | -583418 |
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{ "first_band": { "type": "dcm", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 227, "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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