Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551348.9575 | 596040.9421 | -44691.9846 | -135100.4662 | 870955.9797 | -1006056.4458 |
Total P&L (%) | 551.349 | 596.0409 | -44.692 | -135.1005 | 870.956 | -1006.0564 |
Avg Daily Profit (%) | 0.253 | 0.2735 | -0.0205 | 0 | 0.1043 | 0 |
Buy And Hold Return (%) | 245.5285 | 245.5285 | 245.5285 | 245.5285 | 245.5285 | 245.5285 |
Max Trade Drawdown | -166733 | -85858 | -146665 | -2607923 | -1528957 | -1134936 |
Profit Factor | 1.8839 | 3.391 | 0.8807 | 0.9596 | 1.4902 | 0.359 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 18 | 17 | 37 | 19 | 18 |
Losing Trades | 27 | 13 | 14 | 25 | 12 | 13 |
Profitability (%) | 56.4516 | 58.0645 | 54.8387 | 59.6774 | 61.2903 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.4533 | 2.4491 | 0.7253 | 0.6484 | 0.9412 | 0.2593 |
Largest Winning Trade | 252441 | 252441 | 67400 | 1451370 | 1451370 | 126531 |
Largest Losing Trade | -107532 | -57652 | -107532 | -1449503 | -1449503 | -792757 |
Avg Bars in Trades | 64 | 52 | 76 | 64 | 52 | 76 |
Avg Bars in Winners | 65 | 45 | 86 | 61 | 61 | 61 |
Avg Bars in Losers | 62 | 61 | 63 | 68 | 37 | 96 |
Bars Traded | 3976 | 1615 | 2362 | 3976 | 1615 | 2362 |
Profit Streak | 58.9096 | 0 | 84.4096 | 0 | 321.4096 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151399 | 436228 | -579632 | -738023 | -53533 | -579772 |
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 120, "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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