Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2498742.3282 | 2471444.0165 | 27298.3116 | 22195982.1308 | 20732504.2783 | 1463477.8525 |
Total P&L (%) | 2498.7423 | 2471.444 | 27.2983 | 22195.9821 | 20732.5043 | 1463.4779 |
Avg Daily Profit (%) | 1.1014 | 1.0894 | 0.012 | 0.2386 | 0.2356 | 0.1213 |
Buy And Hold Return (%) | 7436.6745 | 7436.6745 | 7436.6745 | 7436.6745 | 7436.6745 | 7436.6745 |
Max Trade Drawdown | -114740 | -112209 | -12587 | -9893586 | -9683552 | -672772 |
Profit Factor | 7.4688 | 8.3287 | 1.5566 | 2.4117 | 2.4677 | 1.9166 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 54.6875 | 54.6875 | 54.6875 | 54.6875 | 54.6875 | 54.6875 |
Ratio Avg Win / Avg Loss | 6.1885 | 6.9009 | 1.2898 | 1.9983 | 2.0447 | 1.588 |
Largest Winning Trade | 1882533 | 1882533 | 13438 | 16290766 | 16290766 | 761269 |
Largest Losing Trade | -40398 | -40398 | -7260 | -3677711 | -3677711 | -324164 |
Avg Bars in Trades | 92 | 179 | 5 | 92 | 179 | 5 |
Avg Bars in Winners | 98 | 191 | 5 | 98 | 191 | 5 |
Avg Bars in Losers | 84 | 164 | 5 | 84 | 164 | 5 |
Bars Traded | 11815 | 11464 | 351 | 11815 | 11464 | 351 |
Profit Streak | 435.6131 | 435.6131 | 634.9465 | 435.6131 | 435.6131 | 634.9465 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141536 | -281819 | -477850 | 436443 | -128242 | -329799 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 241, "offset": 150, "std": 4.21814 } } }
# | 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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