Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101643.7663 | 1164059.7344 | -62415.9681 | 187569.6931 | 2163500.7114 | -1975931.0183 |
Total P&L (%) | 1101.6438 | 1164.0597 | -62.416 | 187.5697 | 2163.5007 | -1975.931 |
Avg Daily Profit (%) | 0.6081 | 0.6425 | -0.0345 | 0.0583 | 0.1723 | 0 |
Buy And Hold Return (%) | 506.5111 | 506.5111 | 506.5111 | 506.5111 | 506.5111 | 506.5111 |
Max Trade Drawdown | -170031 | -95615 | -121476 | -2404811 | -1151599 | -2147113 |
Profit Factor | 2.0473 | 3.319 | 0.8865 | 1.02 | 1.5231 | 0.6223 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Profitability (%) | 47.1074 | 47.9339 | 46.281 | 47.1074 | 47.9339 | 46.281 |
Ratio Avg Win / Avg Loss | 2.2987 | 3.6051 | 1.029 | 1.1453 | 1.6544 | 0.7223 |
Largest Winning Trade | 758859 | 758859 | 73336 | 1910829 | 1910829 | 368692 |
Largest Losing Trade | -43946 | -27336 | -43946 | -748110 | -280789 | -748110 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 38 | 31 | 45 | 38 | 31 | 45 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 7123 | 3306 | 3817 | 7123 | 3306 | 3817 |
Profit Streak | 0 | 10.3614 | 0 | 0 | 10.3614 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364088 | 473797 | -580790 | -478908 | 297902 | -582457 |
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{ "first_band": { "type": "bbm", "factors": { "length": 248, "offset": 0, "std": 3.34313 } }, "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": 248, "offset": 0, "std": 3.34313 } }, "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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