Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551698.0886 | 551561.3582 | 136.7304 | 300880.5373 | 1154616.2775 | -853735.7402 |
Total P&L (%) | 551.6981 | 551.5614 | 0.1367 | 300.8805 | 1154.6163 | -853.7357 |
Avg Daily Profit (%) | 0.3043 | 0.3043 | 0.0001 | 0.0766 | 0.1396 | 0 |
Buy And Hold Return (%) | 213.9198 | 213.9198 | 213.9198 | 213.9198 | 213.9198 | 213.9198 |
Max Trade Drawdown | -216322 | -113327 | -126772 | -2198598 | -1421419 | -1185764 |
Profit Factor | 1.8072 | 2.5107 | 1.0004 | 1.0569 | 1.3666 | 0.6005 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 53.4884 | 51.1628 | 55.814 | 53.4884 | 51.1628 | 55.814 |
Ratio Avg Win / Avg Loss | 1.5715 | 2.3966 | 0.792 | 0.9191 | 1.3045 | 0.4754 |
Largest Winning Trade | 154874 | 154874 | 65950 | 792485 | 792485 | 184793 |
Largest Losing Trade | -60036 | -41198 | -60036 | -834792 | -834792 | -476419 |
Avg Bars in Trades | 82 | 65 | 98 | 82 | 65 | 98 |
Avg Bars in Winners | 80 | 55 | 102 | 80 | 55 | 102 |
Avg Bars in Losers | 84 | 76 | 93 | 84 | 76 | 93 |
Bars Traded | 7066 | 2814 | 4252 | 7066 | 2814 | 4252 |
Profit Streak | 0 | 121.4161 | 0 | 0 | 121.4161 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343953 | 409999 | -579401 | -288850 | -5631 | -579973 |
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{ "first_band": { "type": "dcm", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 146, "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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