Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982340.8832 | 940182.0296 | 42158.8536 | 16938398.245 | 19078285.9312 | -2139887.6862 |
Total P&L (%) | 982.3409 | 940.182 | 42.1589 | 16938.3982 | 19078.2859 | -2139.8877 |
Avg Daily Profit (%) | 0.5269 | 0.5043 | 0.0226 | 0.276 | 0.2823 | 0 |
Buy And Hold Return (%) | 6470.1049 | 6470.1049 | 6470.1049 | 6470.1049 | 6470.1049 | 6470.1049 |
Max Trade Drawdown | -97097 | -141362 | -148389 | -6467357 | -7298682 | -5139069 |
Profit Factor | 1.5716 | 2.0766 | 1.0499 | 1.2487 | 1.5216 | 0.9321 |
Total Trades | 501 | 250 | 251 | 501 | 250 | 251 |
Winning Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Losing Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Profitability (%) | 45.9082 | 46 | 45.8167 | 45.9082 | 46 | 45.8167 |
Ratio Avg Win / Avg Loss | 1.8518 | 2.4377 | 1.2416 | 1.4713 | 1.7862 | 1.1023 |
Largest Winning Trade | 132469 | 132469 | 42065 | 4101077 | 4101077 | 1688992 |
Largest Losing Trade | -47768 | -27749 | -47768 | -3128276 | -3128276 | -1365775 |
Avg Bars in Trades | 7 | 10 | 4 | 7 | 10 | 4 |
Avg Bars in Winners | 9 | 13 | 5 | 9 | 13 | 5 |
Avg Bars in Losers | 5 | 7 | 4 | 5 | 7 | 4 |
Bars Traded | 3717 | 2527 | 1190 | 3717 | 2527 | 1190 |
Profit Streak | 0 | 12.1666 | 0 | 0 | 12.1666 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150786 | -150631 | -494691 | 227199 | 312973 | -579702 |
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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": 4, "offset": 71, "std": 3.49547 } } }
# | 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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