Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11607698.8738 | 11602724.9482 | 4973.9256 | 589171.0804 | 1327012.1168 | -737841.0364 |
Total P&L (%) | 11607.6989 | 11602.7249 | 4.9739 | 589.1711 | 1327.0121 | -737.841 |
Avg Daily Profit (%) | 4.884 | 4.8819 | 0.0021 | 0.0813 | 0.1119 | 0 |
Buy And Hold Return (%) | 341.721 | 341.721 | 341.721 | 341.721 | 341.721 | 341.721 |
Max Trade Drawdown | -221762 | -194452 | -61897 | -7574066 | -5860032 | -1924469 |
Profit Factor | 25.2133 | 33.8456 | 1.0394 | 1.0632 | 1.1947 | 0.7048 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 45.1613 | 32.2581 | 58.0645 | 45.1613 | 32.2581 | 58.0645 |
Ratio Avg Win / Avg Loss | 30.6161 | 71.0757 | 0.7507 | 1.2911 | 2.5088 | 0.509 |
Largest Winning Trade | 11729436 | 11729436 | 21283 | 7054232 | 7054232 | 828709 |
Largest Losing Trade | -64069 | -64069 | -26764 | -2082207 | -2082207 | -994578 |
Avg Bars in Trades | 108 | 204 | 11 | 108 | 204 | 11 |
Avg Bars in Winners | 90 | 231 | 12 | 90 | 231 | 12 |
Avg Bars in Losers | 122 | 192 | 11 | 122 | 192 | 11 |
Bars Traded | 6712 | 6351 | 361 | 6712 | 6351 | 361 |
Profit Streak | 0 | 101.8374 | 0 | 0 | 101.8374 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135909 | 651346 | -533330 | -404130 | -57183 | -579494 |
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{ "first_band": { "type": "dcl", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 111, "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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