Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4162655.7249 | -88799.498 | -4073856.2269 | -269056.5442 | 4261108.5112 | -4530165.0554 |
Total P&L (%) | -4162.6557 | -88.7995 | -4073.8562 | -269.0565 | 4261.1085 | -4530.1651 |
Avg Daily Profit (%) | -1.6607 | -0.0354 | -1.6253 | 0 | 0.1507 | 0 |
Buy And Hold Return (%) | 1025.9476 | 1025.9476 | 1025.9476 | 1025.9476 | 1025.9476 | 1025.9476 |
Max Trade Drawdown | -4189654 | -115051 | -4116449 | -5710899 | -309093 | -8144629 |
Profit Factor | 0.0651 | 0.4645 | 0.0497 | 0.9749 | 5.1575 | 0.5326 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 15 | 19 | 39 | 24 | 15 |
Losing Trades | 37 | 21 | 16 | 32 | 12 | 20 |
Profitability (%) | 47.8873 | 41.6667 | 54.2857 | 54.9296 | 66.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0709 | 0.6503 | 0.0419 | 0.7999 | 2.5787 | 0.7101 |
Largest Winning Trade | 30035 | 21380 | 30035 | 1899396 | 1244906 | 1899396 |
Largest Losing Trade | -4033568 | -22275 | -4033568 | -4523490 | -309093 | -4523490 |
Avg Bars in Trades | 58 | 28 | 89 | 58 | 28 | 89 |
Avg Bars in Winners | 35 | 23 | 44 | 44 | 25 | 75 |
Avg Bars in Losers | 79 | 32 | 141 | 75 | 35 | 98 |
Bars Traded | 4150 | 1035 | 3115 | 4150 | 1035 | 3115 |
Profit Streak | 0 | 0 | 0 | 384.5082 | 384.5082 | 397.5082 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -672877 | -583743 | -580232 | -670175 | 592677 | -582979 |
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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": 155, "offset": 144 } } }
# | 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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