Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5589980.42 | 5773987.4073 | -184006.9872 | -56738.1268 | 112253.0098 | -168991.1366 |
Total P&L (%) | 5589.9804 | 5773.9874 | -184.007 | -56.7381 | 112.253 | -168.9911 |
Avg Daily Profit (%) | 2.8462 | 2.9399 | -0.0937 | -0.0427 | 0.0383 | 0 |
Buy And Hold Return (%) | 2074.212 | 2074.212 | 2074.212 | 2074.212 | 2074.212 | 2074.212 |
Max Trade Drawdown | -231255 | -74636 | -250139 | -168123 | -53423 | -197887 |
Profit Factor | 8.9778 | 22.1883 | 0.5703 | 0.8673 | 1.74 | 0.3874 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 48.8636 | 50 | 47.7273 | 48.8636 | 50 | 47.7273 |
Ratio Avg Win / Avg Loss | 9.3953 | 22.1883 | 0.6246 | 0.9076 | 1.74 | 0.4243 |
Largest Winning Trade | 5883427 | 5883427 | 43420 | 195448 | 195448 | 18693 |
Largest Losing Trade | -73753 | -53224 | -73753 | -73967 | -27970 | -73967 |
Avg Bars in Trades | 63 | 60 | 67 | 63 | 60 | 67 |
Avg Bars in Winners | 81 | 65 | 98 | 81 | 65 | 98 |
Avg Bars in Losers | 47 | 55 | 38 | 47 | 55 | 38 |
Bars Traded | 5630 | 2665 | 2965 | 5630 | 2665 | 2965 |
Profit Streak | 0 | 0 | 592.7754 | 0 | 0 | 592.7754 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 715726 | 731046 | -580644 | -580984 | -304123 | -580644 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 148 } }, "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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