Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -390472.8076 | 124467.3743 | -514940.1819 | 24548599.6162 | 510453.9852 | 24038145.631 |
Total P&L (%) | -390.4728 | 124.4674 | -514.9402 | 24548.5996 | 510.454 | 24038.1456 |
Avg Daily Profit (%) | -0.243 | 0.0774 | -0.3204 | 0.3433 | 0.1126 | 0.342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -721528 | -71536 | -707220 | -13953752 | -14422796 | -1190878 |
Profit Factor | 0.6803 | 1.4889 | 0.4673 | 2.134 | 1.0276 | 8.5871 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 80 | 36 | 44 | 66 | 33 | 33 |
Losing Trades | 46 | 27 | 19 | 60 | 30 | 30 |
Profitability (%) | 63.4921 | 57.1429 | 69.8413 | 52.381 | 52.381 | 52.381 |
Ratio Avg Win / Avg Loss | 0.3912 | 1.1166 | 0.2018 | 1.94 | 0.9342 | 7.8064 |
Largest Winning Trade | 70147 | 70147 | 37886 | 8253283 | 5462332 | 8253283 |
Largest Losing Trade | -572144 | -60055 | -572144 | -13514399 | -13514399 | -488009 |
Avg Bars in Trades | 73 | 49 | 97 | 73 | 49 | 97 |
Avg Bars in Winners | 59 | 31 | 82 | 81 | 59 | 103 |
Avg Bars in Losers | 97 | 71 | 134 | 64 | 37 | 91 |
Bars Traded | 9252 | 3090 | 6162 | 9252 | 3090 | 6162 |
Profit Streak | 0 | 12.5807 | 0 | 0 | 12.5807 | 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 | -578694 | -233448 | -724886 | 502692 | -379791 | -128592 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 142, "offset": 224 } } }
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 142, "offset": 224 } } }
# | 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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