Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190010.5316 | 1150154.2775 | 39856.2541 | 1927677.7983 | 3734865.8338 | -1807188.0355 |
Total P&L (%) | 1190.0105 | 1150.1543 | 39.8563 | 1927.6778 | 3734.8658 | -1807.188 |
Avg Daily Profit (%) | 0.6557 | 0.6338 | 0.022 | 0.166 | 0.2011 | 0 |
Buy And Hold Return (%) | 560.4494 | 560.4494 | 560.4494 | 560.4494 | 560.4494 | 560.4494 |
Max Trade Drawdown | -79453 | -100865 | -99945 | -3159904 | -2421344 | -2988481 |
Profit Factor | 2.0917 | 3.1576 | 1.0716 | 1.0787 | 1.3215 | 0.8595 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 154 | 74 | 80 | 154 | 74 | 80 |
Losing Trades | 179 | 92 | 87 | 179 | 92 | 87 |
Profitability (%) | 46.2462 | 44.5783 | 47.9042 | 46.2462 | 44.5783 | 47.9042 |
Ratio Avg Win / Avg Loss | 2.4313 | 3.9257 | 1.1653 | 1.2539 | 1.643 | 0.9348 |
Largest Winning Trade | 757238 | 757238 | 70819 | 2641235 | 2641235 | 1096159 |
Largest Losing Trade | -54237 | -22554 | -54237 | -2133930 | -714080 | -2133930 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 44 | 40 | 47 | 44 | 40 | 47 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 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 | 364484 | 339985 | -471615 | -128610 | 264802 | -581273 |
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{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 75, "std": 4.67032 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 75, "std": 4.67032 } }, "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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