Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989030.032 | 1129353.2888 | -140323.2568 | -45413.7248 | 3917817.8708 | -3963231.5956 |
Total P&L (%) | 989.03 | 1129.3533 | -140.3233 | -45.4137 | 3917.8179 | -3963.2316 |
Avg Daily Profit (%) | 0.4449 | 0.508 | -0.0631 | -0.0272 | 0.1663 | 0 |
Buy And Hold Return (%) | 692.7508 | 692.7508 | 692.7508 | 692.7508 | 692.7508 | 692.7508 |
Max Trade Drawdown | -313643 | -168384 | -219652 | -9352393 | -4449594 | -5231036 |
Profit Factor | 1.5605 | 2.3323 | 0.847 | 0.9972 | 1.5907 | 0.5886 |
Total Trades | 540 | 270 | 270 | 540 | 270 | 270 |
Winning Trades | 252 | 125 | 127 | 252 | 125 | 127 |
Losing Trades | 288 | 145 | 143 | 288 | 145 | 143 |
Profitability (%) | 46.6667 | 46.2963 | 47.037 | 46.6667 | 46.2963 | 47.037 |
Ratio Avg Win / Avg Loss | 1.7834 | 2.7054 | 0.9537 | 1.1397 | 1.8452 | 0.6628 |
Largest Winning Trade | 884109 | 884109 | 49093 | 5371407 | 5371407 | 1181492 |
Largest Losing Trade | -52485 | -32698 | -52485 | -3664036 | -1129740 | -3664036 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 13106 | 6296 | 6810 | 13106 | 6296 | 6810 |
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 | -17999 | 196271 | -580795 | -577308 | 342675 | -580795 |
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{ "first_band": { "type": "bbm", "factors": { "length": 248, "offset": 0, "std": 3.91474 } }, "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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