Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417488.197 | 288455.8069 | 129032.3901 | 227193.6957 | -107972.9285 | 335166.6242 |
Total P&L (%) | 417.4882 | 288.4558 | 129.0324 | 227.1937 | -107.9729 | 335.1666 |
Avg Daily Profit (%) | 0.1916 | 0.1324 | 0.0592 | 0.0544 | 0 | 0.0675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166988 | -100561 | -105404 | -1104402 | -761905 | -737443 |
Profit Factor | 1.6359 | 1.8761 | 1.3943 | 1.0623 | 0.9414 | 1.1856 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 43.299 | 39.5833 | 46.9388 | 43.299 | 39.5833 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.1423 | 2.8635 | 1.5762 | 1.3911 | 1.4369 | 1.3403 |
Largest Winning Trade | 186842 | 186842 | 58229 | 319341 | 319341 | 253514 |
Largest Losing Trade | -37645 | -37645 | -33495 | -264252 | -247236 | -264252 |
Avg Bars in Trades | 66 | 45 | 86 | 66 | 45 | 86 |
Avg Bars in Winners | 80 | 66 | 91 | 80 | 66 | 91 |
Avg Bars in Losers | 55 | 31 | 81 | 55 | 31 | 81 |
Bars Traded | 6412 | 2181 | 4231 | 6412 | 2181 | 4231 |
Profit Streak | 76.5614 | 0 | 84.5614 | 76.5614 | 0 | 84.5614 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318867 | -16674 | -112604 | -274060 | -583073 | -119656 |
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{ "first_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 65, "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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