Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260906.5726 | 86712.781 | 174193.7916 | 398791.5046 | 126817.3038 | 271974.2008 |
Total P&L (%) | 260.9066 | 86.7128 | 174.1938 | 398.7915 | 126.8173 | 271.9742 |
Avg Daily Profit (%) | 0.2556 | 0.085 | 0.1707 | 0.1576 | 0.0803 | 0.1288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123673 | -55309 | -95770 | -895819 | -304118 | -781950 |
Profit Factor | 1.94 | 1.8135 | 2.0189 | 1.2319 | 1.2357 | 1.2301 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 52.8571 | 45.7143 | 60 | 52.8571 | 45.7143 | 60 |
Ratio Avg Win / Avg Loss | 1.7303 | 2.1535 | 1.346 | 1.0987 | 1.4674 | 0.8201 |
Largest Winning Trade | 58684 | 58684 | 45555 | 344933 | 232221 | 344933 |
Largest Losing Trade | -36137 | -22577 | -36137 | -336171 | -139406 | -336171 |
Avg Bars in Trades | 39 | 19 | 58 | 39 | 19 | 58 |
Avg Bars in Winners | 38 | 14 | 57 | 38 | 14 | 57 |
Avg Bars in Losers | 39 | 24 | 60 | 39 | 24 | 60 |
Bars Traded | 2743 | 696 | 2047 | 2743 | 696 | 2047 |
Profit Streak | 0 | 0 | 14.7511 | 0 | 0 | 14.7511 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86348 | -77488 | 430970 | -91203 | -87486 | -21223 |
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{ "first_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 157, "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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