Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900828.6309 | 634323.2003 | 266505.4305 | 11373929.1287 | 2057606.2581 | 9316322.8706 |
Total P&L (%) | 900.8286 | 634.3232 | 266.5054 | 11373.9291 | 2057.6063 | 9316.3229 |
Avg Daily Profit (%) | 0.4735 | 0.3334 | 0.1401 | 0.2496 | 0.1616 | 0.2392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80149 | -139251 | -90287 | -8175945 | -5775043 | -2408410 |
Profit Factor | 2.3775 | 2.8259 | 1.8693 | 1.5027 | 1.1476 | 2.0723 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 44.8819 | 43.75 | 46.0317 | 44.8819 | 43.75 | 46.0317 |
Ratio Avg Win / Avg Loss | 2.9197 | 3.6333 | 2.1916 | 1.8454 | 1.4755 | 2.4295 |
Largest Winning Trade | 279174 | 279174 | 62808 | 3349652 | 2954209 | 3349652 |
Largest Losing Trade | -35619 | -30229 | -35619 | -4971315 | -4971315 | -1218833 |
Avg Bars in Trades | 29 | 22 | 35 | 29 | 22 | 35 |
Avg Bars in Winners | 41 | 30 | 51 | 41 | 30 | 51 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 3699 | 1455 | 2244 | 3699 | 1455 | 2244 |
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 | 487014 | -127038 | -150705 | 342695 | -192041 | -135911 |
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{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 25, "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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