Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385440.7782 | 254174.6006 | 131266.1776 | 1275819.805 | 1069063.8934 | 206755.9115 |
Total P&L (%) | 385.4408 | 254.1746 | 131.2662 | 1275.8198 | 1069.0639 | 206.7559 |
Avg Daily Profit (%) | 0.27 | 0.1781 | 0.092 | 0.1838 | 0.1724 | 0.0786 |
Buy And Hold Return (%) | 58.9351 | 58.9351 | 58.9351 | 58.9351 | 58.9351 | 58.9351 |
Max Trade Drawdown | -66307 | -45172 | -39597 | -1030777 | -820587 | -684982 |
Profit Factor | 2.055 | 2.5532 | 1.6508 | 1.3812 | 1.7691 | 1.1057 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 56.8421 | 59.5745 | 54.1667 | 56.8421 | 59.5745 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.5603 | 1.7325 | 1.3968 | 1.0487 | 1.2004 | 0.9356 |
Largest Winning Trade | 86126 | 86126 | 35043 | 586342 | 586342 | 353509 |
Largest Losing Trade | -36338 | -29318 | -36338 | -624948 | -364702 | -624948 |
Avg Bars in Trades | 26 | 34 | 17 | 26 | 34 | 17 |
Avg Bars in Winners | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Losers | 24 | 39 | 12 | 24 | 39 | 12 |
Bars Traded | 2474 | 1619 | 855 | 2474 | 1619 | 855 |
Profit Streak | 17.1693 | 0 | 19.6693 | 17.1693 | 0 | 19.6693 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497046 | 420459 | -72094 | 376816 | 409230 | -195238 |
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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": 244, "offset": 0 } } }
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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": 244, "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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