Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1162405.3888 | 1135896.0751 | 26509.3137 | 1141144.3707 | 2303101.9362 | -1161957.5654 |
Total P&L (%) | 1162.4054 | 1135.8961 | 26.5093 | 1141.1444 | 2303.1019 | -1161.9576 |
Avg Daily Profit (%) | 0.5377 | 0.5254 | 0.0123 | 0.1166 | 0.1472 | 0 |
Buy And Hold Return (%) | 554.3478 | 554.3478 | 554.3478 | 554.3478 | 554.3478 | 554.3478 |
Max Trade Drawdown | -139560 | -130871 | -89513 | -5205111 | -4211653 | -2568928 |
Profit Factor | 2.7664 | 3.5418 | 1.1255 | 1.0748 | 1.225 | 0.769 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 46.8468 | 38.1818 | 55.3571 | 46.8468 | 38.1818 | 55.3571 |
Ratio Avg Win / Avg Loss | 3.1388 | 5.7343 | 0.9077 | 1.2194 | 1.9834 | 0.6202 |
Largest Winning Trade | 563691 | 563691 | 39863 | 5279256 | 5279256 | 558127 |
Largest Losing Trade | -38370 | -38370 | -35475 | -1626056 | -1626056 | -1426949 |
Avg Bars in Trades | 36 | 62 | 10 | 36 | 62 | 10 |
Avg Bars in Winners | 47 | 101 | 10 | 47 | 101 | 10 |
Avg Bars in Losers | 26 | 38 | 9 | 26 | 38 | 9 |
Bars Traded | 4001 | 3435 | 566 | 4001 | 3435 | 566 |
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 | 325035 | -173668 | -605418 | -182701 | -182170 | -759861 |
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{ "first_band": { "type": "bbl", "factors": { "length": 216, "offset": 0, "std": 1.31025 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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