Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252444.9072 | 251334.0572 | 1110.85 | -100324.5116 | 60696.187 | -161020.6986 |
Total P&L (%) | 252.4449 | 251.3341 | 1.1109 | -100.3245 | 60.6962 | -161.0207 |
Avg Daily Profit (%) | 0.1578 | 0.1572 | 0.0007 | 0 | 0.0297 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -295954 | -169638 | -277729 | -295699 | -62950 | -302684 |
Profit Factor | 1.1365 | 1.2835 | 1.0012 | 0.8201 | 1.3337 | 0.5716 |
Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
Winning Trades | 249 | 122 | 127 | 175 | 81 | 94 |
Losing Trades | 154 | 79 | 75 | 228 | 120 | 108 |
Profitability (%) | 61.7866 | 60.6965 | 62.8713 | 43.4243 | 40.2985 | 46.5347 |
Ratio Avg Win / Avg Loss | 0.7029 | 0.8311 | 0.5912 | 1.0685 | 1.9759 | 0.6567 |
Largest Winning Trade | 74873 | 74873 | 48101 | 62421 | 62421 | 58210 |
Largest Losing Trade | -104242 | -50814 | -104242 | -169930 | -62435 | -169930 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 8 | 8 | 8 | 13 | 15 | 11 |
Avg Bars in Losers | 16 | 19 | 14 | 10 | 11 | 9 |
Bars Traded | 4760 | 2595 | 2165 | 4760 | 2595 | 2165 |
Profit Streak | 25.8024 | 50.469 | 25.8024 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59416 | 334140 | -575114 | -579284 | -155473 | -581345 |
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{ "first_band": { "type": "bbm", "factors": { "length": 213, "offset": 0, "std": 1.33756 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 213, "offset": 0, "std": 1.33756 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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