Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2207150.6758 | 149327.2593 | -2356477.9351 | -317685169.365 | 106610459.1293 | -424295628.4943 |
Total P&L (%) | -2207.1507 | 149.3273 | -2356.4779 | -317685.1694 | 106610.4591 | -424295.6285 |
Avg Daily Profit (%) | -1.1854 | 0.0802 | -1.2656 | 0 | 0.3752 | 0 |
Buy And Hold Return (%) | 12279.2315 | 12279.2315 | 12279.2315 | 12279.2315 | 12279.2315 | 12279.2315 |
Max Trade Drawdown | -2204912 | -37691 | -2354239 | -612653010 | -63822791 | -639471118 |
Profit Factor | 0.1939 | 2.4987 | 0.1068 | 0.5955 | 1.974 | 0.3722 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 19 | 20 | 42 | 20 | 22 |
Losing Trades | 37 | 19 | 18 | 34 | 18 | 16 |
Profitability (%) | 51.3158 | 50 | 52.6316 | 55.2632 | 52.6316 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.1839 | 2.4987 | 0.0961 | 0.482 | 1.7766 | 0.2707 |
Largest Winning Trade | 109918 | 109918 | 68961 | 114193327 | 83004095 | 114193327 |
Largest Losing Trade | -1538703 | -31822 | -1538703 | -569277864 | -45641377 | -569277864 |
Avg Bars in Trades | 64 | 41 | 86 | 64 | 41 | 86 |
Avg Bars in Winners | 49 | 46 | 52 | 67 | 52 | 80 |
Avg Bars in Losers | 80 | 36 | 125 | 60 | 29 | 96 |
Bars Traded | 4886 | 1584 | 3302 | 4886 | 1584 | 3302 |
Profit Streak | 0 | 0 | 0 | 334.3428 | 334.3428 | 367.3428 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -634385 | -246879 | -580423 | -632629 | 512142 | -578777 |
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{ "first_band": { "type": "dcu", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 225 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 225 } } }
# | 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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