Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450340.1753 | 353605.3165 | 96734.8588 | 158219.1856 | 1037427.7329 | -879208.5473 |
Total P&L (%) | 450.3402 | 353.6053 | 96.7349 | 158.2192 | 1037.4277 | -879.2085 |
Avg Daily Profit (%) | 0.2368 | 0.1859 | 0.0509 | 0.0499 | 0.1279 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167819 | -160650 | -193028 | -786484 | -359094 | -1370334 |
Profit Factor | 1.4146 | 1.7006 | 1.1663 | 1.0389 | 1.6613 | 0.648 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Losing Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Profitability (%) | 49.2683 | 52.4272 | 46.0784 | 49.2683 | 52.4272 | 46.0784 |
Ratio Avg Win / Avg Loss | 1.4566 | 1.5431 | 1.3649 | 1.0698 | 1.5075 | 0.7582 |
Largest Winning Trade | 131005 | 131005 | 61890 | 384034 | 384034 | 181231 |
Largest Losing Trade | -54575 | -37486 | -54575 | -375796 | -154840 | -375796 |
Avg Bars in Trades | 36 | 26 | 45 | 36 | 26 | 45 |
Avg Bars in Winners | 40 | 27 | 55 | 40 | 27 | 55 |
Avg Bars in Losers | 31 | 25 | 37 | 31 | 25 | 37 |
Bars Traded | 7399 | 2762 | 4637 | 7399 | 2762 | 4637 |
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 | 342288 | 397286 | -164348 | -303225 | -18379 | -582585 |
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{ "first_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 71, "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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