Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -170901.7507 | 132722.531 | -303624.2818 | 37336299.1877 | 13940017.7336 | 23396281.4541 |
Total P&L (%) | -170.9018 | 132.7225 | -303.6243 | 37336.2992 | 13940.0177 | 23396.2815 |
Avg Daily Profit (%) | -0.0937 | 0.0727 | -0.1664 | 0.3252 | 0.2713 | 0.2996 |
Buy And Hold Return (%) | 150.5069 | 150.5069 | 150.5069 | 150.5069 | 150.5069 | 150.5069 |
Max Trade Drawdown | -450138 | -37903 | -485162 | -5379789 | -2339885 | -3688875 |
Profit Factor | 0.8014 | 2.3348 | 0.6011 | 3.1921 | 3.3253 | 3.1198 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 56 | 25 | 31 | 48 | 28 | 20 |
Losing Trades | 29 | 18 | 11 | 37 | 15 | 22 |
Profitability (%) | 65.8824 | 58.1395 | 73.8095 | 56.4706 | 65.1163 | 47.619 |
Ratio Avg Win / Avg Loss | 0.415 | 1.6811 | 0.2133 | 2.4606 | 1.7814 | 3.4317 |
Largest Winning Trade | 45450 | 30262 | 45450 | 8644276 | 5146746 | 8644276 |
Largest Losing Trade | -345617 | -17947 | -345617 | -2618424 | -1962216 | -2618424 |
Avg Bars in Trades | 70 | 25 | 117 | 70 | 25 | 117 |
Avg Bars in Winners | 54 | 22 | 80 | 71 | 27 | 132 |
Avg Bars in Losers | 101 | 28 | 221 | 69 | 20 | 103 |
Bars Traded | 6014 | 1077 | 4937 | 6014 | 1077 | 4937 |
Profit Streak | 102.0316 | 103.5316 | 0 | 102.0316 | 103.5316 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577653 | -255213 | -577648 | 606074 | 642752 | 502843 |
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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": 171, "offset": 59 } } }
# | 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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