Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284077.05 | 339900.9857 | -55823.9357 | -63568.488 | 479876.5564 | -543445.0444 |
Total P&L (%) | 284.0771 | 339.901 | -55.8239 | -63.5685 | 479.8766 | -543.445 |
Avg Daily Profit (%) | 0.1531 | 0.1832 | -0.0301 | -0.0544 | 0.0948 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219651 | -176413 | -128246 | -1407388 | -726092 | -867160 |
Profit Factor | 1.1693 | 1.4179 | 0.9354 | 0.9888 | 1.183 | 0.8206 |
Total Trades | 700 | 350 | 350 | 700 | 350 | 350 |
Winning Trades | 324 | 154 | 170 | 324 | 154 | 170 |
Losing Trades | 376 | 196 | 180 | 376 | 196 | 180 |
Profitability (%) | 46.2857 | 44 | 48.5714 | 46.2857 | 44 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.3569 | 1.8046 | 0.9905 | 1.1474 | 1.5057 | 0.8689 |
Largest Winning Trade | 226800 | 226800 | 36799 | 559997 | 559997 | 233314 |
Largest Losing Trade | -32311 | -21530 | -32311 | -365096 | -140663 | -365096 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 22105 | 10227 | 11878 | 22105 | 10227 | 11878 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24880 | 310021 | -580059 | -576899 | -85290 | -580059 |
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{ "first_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 3.20545 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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# | 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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