Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558460.8485 | 336002.5455 | 222458.303 | 1650210.1332 | -446551.5742 | 2096761.7074 |
Total P&L (%) | 558.4608 | 336.0025 | 222.4583 | 1650.2101 | -446.5516 | 2096.7617 |
Avg Daily Profit (%) | 0.2936 | 0.1767 | 0.117 | 0.1506 | 0 | 0.1626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106952 | -90497 | -120570 | -8413191 | -3711287 | -5949853 |
Profit Factor | 2.0852 | 2.184 | 1.9637 | 1.1066 | 0.945 | 1.2848 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 63.1579 | 62.5 | 63.8298 | 63.1579 | 62.5 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.2164 | 1.3104 | 1.1128 | 0.6455 | 0.567 | 0.7281 |
Largest Winning Trade | 71967 | 71967 | 52284 | 2496840 | 2496840 | 2064741 |
Largest Losing Trade | -69662 | -37199 | -69662 | -5949853 | -1622481 | -5949853 |
Avg Bars in Trades | 77 | 44 | 110 | 77 | 44 | 110 |
Avg Bars in Winners | 77 | 35 | 119 | 77 | 35 | 119 |
Avg Bars in Losers | 77 | 60 | 95 | 77 | 60 | 95 |
Bars Traded | 7341 | 2146 | 5195 | 7341 | 2146 | 5195 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491410 | 438294 | -32366 | -95328 | -579068 | 284979 |
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 206, "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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