Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384245.2696 | 273542.9048 | 110702.3648 | 904542.2868 | 1187336.7387 | -282794.452 |
Total P&L (%) | 384.2453 | 273.5429 | 110.7024 | 904.5423 | 1187.3367 | -282.7945 |
Avg Daily Profit (%) | 0.2707 | 0.1927 | 0.078 | 0.1627 | 0.1802 | 0 |
Buy And Hold Return (%) | 14.9009 | 14.9009 | 14.9009 | 14.9009 | 14.9009 | 14.9009 |
Max Trade Drawdown | -68671 | -38816 | -66387 | -1254582 | -547172 | -1209584 |
Profit Factor | 1.936 | 2.7956 | 1.4288 | 1.267 | 2.1066 | 0.8778 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 55.7895 | 59.5745 | 52.0833 | 55.7895 | 59.5745 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.5342 | 1.897 | 1.3145 | 1.0041 | 1.4295 | 0.8076 |
Largest Winning Trade | 86126 | 86126 | 39887 | 436171 | 395661 | 436171 |
Largest Losing Trade | -51988 | -22711 | -51988 | -912708 | -280774 | -912708 |
Avg Bars in Trades | 26 | 32 | 20 | 26 | 32 | 20 |
Avg Bars in Winners | 29 | 35 | 23 | 29 | 35 | 23 |
Avg Bars in Losers | 21 | 27 | 16 | 21 | 27 | 16 |
Bars Traded | 2483 | 1523 | 960 | 2483 | 1523 | 960 |
Profit Streak | 9.0344 | 0 | 11.5344 | 9.0344 | 0 | 11.5344 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498651 | 511794 | -86685 | 343816 | 435069 | -579510 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "offset": 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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