Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357955.422 | 401430.3255 | -43474.9035 | -85152.3125 | 412676.0526 | -497828.3651 |
Total P&L (%) | 357.9554 | 401.4303 | -43.4749 | -85.1523 | 412.6761 | -497.8284 |
Avg Daily Profit (%) | 0.1542 | 0.1729 | -0.0187 | -0.0821 | 0.0704 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -395251 | -228557 | -403621 | -614853 | -305622 | -693235 |
Profit Factor | 1.1074 | 1.2801 | 0.9771 | 0.9716 | 1.3292 | 0.7144 |
Total Trades | 989 | 495 | 494 | 989 | 495 | 494 |
Winning Trades | 458 | 231 | 227 | 458 | 231 | 227 |
Losing Trades | 531 | 264 | 267 | 531 | 264 | 267 |
Profitability (%) | 46.3094 | 46.6667 | 45.9514 | 46.3094 | 46.6667 | 45.9514 |
Ratio Avg Win / Avg Loss | 1.2839 | 1.463 | 1.1493 | 1.1264 | 1.5191 | 0.8403 |
Largest Winning Trade | 80434 | 80434 | 45175 | 180252 | 180252 | 117739 |
Largest Losing Trade | -60479 | -45454 | -60479 | -268537 | -79406 | -268537 |
Avg Bars in Trades | 14 | 12 | 15 | 14 | 12 | 15 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 13849 | 6283 | 7566 | 13849 | 6283 | 7566 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90782 | 301139 | -578382 | -574687 | -96498 | -580048 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "dema", "factors": { "length": 70, "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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