Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1184245.6346 | 1147839.9651 | 36405.6695 | 1835795.3581 | 3648737.6615 | -1812942.3035 |
Total P&L (%) | 1184.2456 | 1147.84 | 36.4057 | 1835.7954 | 3648.7377 | -1812.9423 |
Avg Daily Profit (%) | 0.6519 | 0.6318 | 0.02 | 0.1632 | 0.1997 | 0 |
Buy And Hold Return (%) | 555.1099 | 555.1099 | 555.1099 | 555.1099 | 555.1099 | 555.1099 |
Max Trade Drawdown | -91682 | -98614 | -91558 | -4383693 | -3370299 | -2829532 |
Profit Factor | 2.0878 | 3.1349 | 1.0661 | 1.0614 | 1.2475 | 0.8804 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 148 | 71 | 77 | 148 | 71 | 77 |
Losing Trades | 183 | 94 | 89 | 183 | 94 | 89 |
Profitability (%) | 44.713 | 43.0303 | 46.3855 | 44.713 | 43.0303 | 46.3855 |
Ratio Avg Win / Avg Loss | 2.5815 | 4.1504 | 1.2322 | 1.3124 | 1.6517 | 1.0176 |
Largest Winning Trade | 757238 | 757238 | 71060 | 2628306 | 2628306 | 1311359 |
Largest Losing Trade | -51578 | -23065 | -51578 | -2002469 | -940684 | -2002469 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 10724 | 5036 | 5689 | 10724 | 5036 | 5689 |
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 | 343602 | 319694 | -480803 | -148435 | 224033 | -580202 |
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{ "first_band": { "type": "bbm", "factors": { "length": 151, "offset": 0, "std": 1.5851 } }, "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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