Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828351.7051 | 725817.2625 | 102534.4425 | 2066376.6027 | 4008642.9911 | -1942266.3884 |
Total P&L (%) | 828.3517 | 725.8173 | 102.5344 | 2066.3766 | 4008.643 | -1942.2664 |
Avg Daily Profit (%) | 0.3978 | 0.3485 | 0.0492 | 0.1478 | 0.1786 | 0 |
Buy And Hold Return (%) | 87.9921 | 87.9921 | 87.9921 | 87.9921 | 87.9921 | 87.9921 |
Max Trade Drawdown | -133584 | -71143 | -176423 | -4186468 | -2223126 | -3344138 |
Profit Factor | 1.6441 | 2.2374 | 1.1466 | 1.0684 | 1.3074 | 0.8869 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Losing Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Profitability (%) | 50.3937 | 51.9685 | 48.8189 | 50.3937 | 51.9685 | 48.8189 |
Ratio Avg Win / Avg Loss | 1.6184 | 2.0679 | 1.2021 | 1.0517 | 1.2083 | 0.9298 |
Largest Winning Trade | 175230 | 175230 | 70560 | 1875543 | 1875543 | 1538277 |
Largest Losing Trade | -49440 | -49440 | -42603 | -1384935 | -894515 | -1384935 |
Avg Bars in Trades | 96 | 84 | 108 | 96 | 84 | 108 |
Avg Bars in Winners | 114 | 93 | 136 | 114 | 93 | 136 |
Avg Bars in Losers | 78 | 74 | 82 | 78 | 74 | 82 |
Bars Traded | 24505 | 10671 | 13834 | 24505 | 10671 | 13834 |
Profit Streak | 0 | 0 | 16.5354 | 0 | 0 | 16.5354 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511972 | 489734 | -300897 | -139227 | 288778 | -580880 |
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 162, "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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