Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146587.5927 | 1165374.6186 | -18787.0259 | 355637.6491 | 1279087.7266 | -923450.0775 |
Total P&L (%) | 1146.5876 | 1165.3746 | -18.787 | 355.6376 | 1279.0877 | -923.4501 |
Avg Daily Profit (%) | 0.6291 | 0.6394 | -0.0103 | 0.0832 | 0.1441 | 0 |
Buy And Hold Return (%) | 689.7978 | 689.7978 | 689.7978 | 689.7978 | 689.7978 | 689.7978 |
Max Trade Drawdown | -173395 | -123451 | -78479 | -2492279 | -2139793 | -1135029 |
Profit Factor | 2.2349 | 2.8595 | 0.9377 | 1.0351 | 1.1968 | 0.7462 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 49.7143 | 43.6782 | 55.6818 | 49.7143 | 43.6782 | 55.6818 |
Ratio Avg Win / Avg Loss | 2.2606 | 3.6872 | 0.7464 | 1.047 | 1.5433 | 0.5939 |
Largest Winning Trade | 670889 | 670889 | 20020 | 1409993 | 1409993 | 241280 |
Largest Losing Trade | -48764 | -48764 | -24345 | -657401 | -657401 | -488902 |
Avg Bars in Trades | 20 | 33 | 6 | 20 | 33 | 6 |
Avg Bars in Winners | 21 | 41 | 6 | 21 | 41 | 6 |
Avg Bars in Losers | 18 | 27 | 7 | 18 | 27 | 7 |
Bars Traded | 3529 | 2919 | 610 | 3529 | 2919 | 610 |
Profit Streak | 39.4288 | 86.9288 | 39.4288 | 39.4288 | 86.9288 | 39.4288 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320019 | 233057 | -579535 | -427456 | -12882 | -579535 |
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{ "first_band": { "type": "bbl", "factors": { "length": 45, "offset": 0, "std": 1.34637 } }, "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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