Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176248.1464 | 1142466.4716 | 33781.6748 | 1735309.2804 | 2971831.4099 | -1236522.1295 |
Total P&L (%) | 1176.2481 | 1142.4665 | 33.7817 | 1735.3093 | 2971.8314 | -1236.5221 |
Avg Daily Profit (%) | 0.6468 | 0.6282 | 0.0186 | 0.1601 | 0.1885 | 0 |
Buy And Hold Return (%) | 613.2333 | 613.2333 | 613.2333 | 613.2333 | 613.2333 | 613.2333 |
Max Trade Drawdown | -93558 | -85601 | -96276 | -4441640 | -3430279 | -2814841 |
Profit Factor | 2.0929 | 3.1666 | 1.0615 | 1.0644 | 1.2236 | 0.9094 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Losing Trades | 178 | 90 | 88 | 178 | 90 | 88 |
Profitability (%) | 46.5465 | 45.7831 | 47.3054 | 46.5465 | 45.7831 | 47.3054 |
Ratio Avg Win / Avg Loss | 2.4034 | 3.7499 | 1.1825 | 1.2224 | 1.449 | 1.013 |
Largest Winning Trade | 757238 | 757238 | 71060 | 2422509 | 2422509 | 1161663 |
Largest Losing Trade | -51578 | -23065 | -51578 | -1394605 | -983304 | -1394605 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 10725 | 5035 | 5690 | 10725 | 5035 | 5690 |
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 | 316766 | 310360 | -487384 | -144831 | 171385 | -579839 |
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{ "first_band": { "type": "bbm", "factors": { "length": 134, "offset": 0, "std": 2.57594 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "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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