Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614093.5632 | 652211.5113 | -38117.9481 | 168913.5356 | 4391580.8672 | -4222667.3316 |
Total P&L (%) | 614.0936 | 652.2115 | -38.1179 | 168.9135 | 4391.5809 | -4222.6673 |
Avg Daily Profit (%) | 0.3389 | 0.3599 | -0.021 | 0.0546 | 0.2102 | 0 |
Buy And Hold Return (%) | 523.4433 | 523.4433 | 523.4433 | 523.4433 | 523.4433 | 523.4433 |
Max Trade Drawdown | -164281 | -100648 | -145296 | -7469743 | -2626859 | -5831263 |
Profit Factor | 1.3974 | 1.8806 | 0.9526 | 1.0067 | 1.3934 | 0.6986 |
Total Trades | 475 | 238 | 237 | 475 | 238 | 237 |
Winning Trades | 226 | 107 | 119 | 226 | 107 | 119 |
Losing Trades | 249 | 131 | 118 | 249 | 131 | 118 |
Profitability (%) | 47.5789 | 44.958 | 50.211 | 47.5789 | 44.958 | 50.211 |
Ratio Avg Win / Avg Loss | 1.5396 | 2.3024 | 0.9446 | 1.1092 | 1.7059 | 0.6927 |
Largest Winning Trade | 224642 | 224642 | 48047 | 5341309 | 5341309 | 767185 |
Largest Losing Trade | -59399 | -31191 | -59399 | -3268597 | -1672989 | -3268597 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 10757 | 5228 | 5529 | 10757 | 5228 | 5529 |
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 | -99065 | -77262 | -579788 | -497101 | 320299 | -579788 |
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{ "first_band": { "type": "bbm", "factors": { "length": 188, "offset": 0, "std": 4.42546 } }, "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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