Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158101.5838 | 211232.404 | -53130.8201 | -88851.9247 | 301874.1788 | -390726.1035 |
Total P&L (%) | 158.1016 | 211.2324 | -53.1308 | -88.8519 | 301.8742 | -390.7261 |
Avg Daily Profit (%) | 0.112 | 0.1496 | -0.0376 | -0.1553 | 0.0986 | 0 |
Buy And Hold Return (%) | 22.6317 | 22.6317 | 22.6317 | 22.6317 | 22.6317 | 22.6317 |
Max Trade Drawdown | -132335 | -94641 | -178666 | -532138 | -244549 | -510346 |
Profit Factor | 1.3113 | 2.1798 | 0.8384 | 0.9207 | 1.8951 | 0.5014 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 56.701 | 62.5 | 51.0204 | 56.701 | 62.5 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.0013 | 1.3079 | 0.8049 | 0.7031 | 1.137 | 0.4813 |
Largest Winning Trade | 58236 | 58236 | 45065 | 132898 | 132898 | 62213 |
Largest Losing Trade | -86283 | -69887 | -86283 | -418567 | -219671 | -418567 |
Avg Bars in Trades | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Winners | 26 | 26 | 27 | 26 | 26 | 27 |
Avg Bars in Losers | 57 | 67 | 49 | 57 | 67 | 49 |
Bars Traded | 3866 | 1991 | 1874 | 3866 | 1991 | 1874 |
Profit Streak | 0 | 613.7874 | 0 | 0 | 613.7874 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42242 | 444996 | -580549 | -579650 | -56240 | -580549 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 3, "offset": 234 } } }
# | 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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