Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393996.8956 | 384078.3615 | 9918.534 | 148018.8149 | 213748.0335 | -65729.2186 |
Total P&L (%) | 393.9969 | 384.0784 | 9.9185 | 148.0188 | 213.748 | -65.7292 |
Avg Daily Profit (%) | 0.2791 | 0.272 | 0.007 | 0.0644 | 0.081 | -0.0758 |
Buy And Hold Return (%) | 46.8698 | 46.8698 | 46.8698 | 46.8698 | 46.8698 | 46.8698 |
Max Trade Drawdown | -121760 | -117142 | -87663 | -396244 | -279700 | -213628 |
Profit Factor | 1.3894 | 1.725 | 1.0206 | 1.0762 | 1.209 | 0.9285 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 159 | 73 | 86 | 159 | 73 | 86 |
Losing Trades | 146 | 80 | 66 | 146 | 80 | 66 |
Profitability (%) | 52.1311 | 47.7124 | 56.5789 | 52.1311 | 47.7124 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.2758 | 1.8904 | 0.7832 | 0.9883 | 1.325 | 0.7125 |
Largest Winning Trade | 166415 | 166415 | 53998 | 182857 | 182857 | 112125 |
Largest Losing Trade | -30236 | -30236 | -29142 | -124079 | -88976 | -124079 |
Avg Bars in Trades | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Winners | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 8262 | 4093 | 4169 | 8262 | 4093 | 4169 |
Profit Streak | 0 | 0 | 492.4728 | 0 | 0 | 492.4728 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398739 | 401067 | -546070 | -246141 | -87340 | -578070 |
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{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 4.40973 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 164, "af": 0, "af0": 0, "max_af": 0 } } }
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# | 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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