Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714052.2818 | 678945.7283 | 35106.5534 | 821958.9351 | 1246499.0547 | -424540.1197 |
Total P&L (%) | 714.0523 | 678.9457 | 35.1066 | 821.9589 | 1246.4991 | -424.5401 |
Avg Daily Profit (%) | 0.3863 | 0.3673 | 0.019 | 0.1203 | 0.1408 | 0 |
Buy And Hold Return (%) | 116.7535 | 116.7535 | 116.7535 | 116.7535 | 116.7535 | 116.7535 |
Max Trade Drawdown | -113949 | -51933 | -130505 | -2170454 | -1152693 | -2302199 |
Profit Factor | 1.8528 | 2.8891 | 1.0735 | 1.075 | 1.247 | 0.9282 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 50.6098 | 48.7805 | 52.439 | 50.6098 | 48.7805 | 52.439 |
Ratio Avg Win / Avg Loss | 1.8082 | 3.0335 | 0.9736 | 1.0491 | 1.3093 | 0.8418 |
Largest Winning Trade | 336529 | 336529 | 77325 | 1712569 | 1712569 | 891357 |
Largest Losing Trade | -43493 | -30301 | -43493 | -759151 | -759151 | -625640 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 46 | 43 | 48 | 46 | 43 | 48 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 5405 | 2652 | 2753 | 5405 | 2652 | 2753 |
Profit Streak | 0 | 0 | 12.1064 | 0 | 0 | 12.1064 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485828 | 333418 | -478165 | -169122 | -9866 | -584298 |
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{ "first_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 4.1981 } }, "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": 130, "offset": 0, "std": 4.1981 } }, "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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