Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310748.4411 | 305225.2331 | 5523.208 | 14463.4891 | 262193.2309 | -247729.7418 |
Total P&L (%) | 310.7484 | 305.2252 | 5.5232 | 14.4635 | 262.1932 | -247.7297 |
Avg Daily Profit (%) | 0.1638 | 0.1609 | 0.0029 | 0.0071 | 0.0679 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228888 | -126542 | -130818 | -645810 | -424728 | -524250 |
Profit Factor | 1.1958 | 1.3692 | 1.0073 | 1.0041 | 1.1412 | 0.8538 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 213 | 105 | 108 | 213 | 105 | 108 |
Losing Trades | 164 | 83 | 81 | 164 | 83 | 81 |
Profitability (%) | 56.4987 | 55.8511 | 57.1429 | 56.4987 | 55.8511 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9207 | 1.0823 | 0.7554 | 0.7731 | 0.9021 | 0.6404 |
Largest Winning Trade | 62571 | 62571 | 44208 | 134724 | 113305 | 134724 |
Largest Losing Trade | -36039 | -35223 | -36039 | -149225 | -149225 | -126106 |
Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 5636 | 2889 | 2747 | 5636 | 2889 | 2747 |
Profit Streak | 15.8422 | 0 | 26.8422 | 15.8422 | 0 | 26.8422 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 149267 | 333330 | -566254 | -424267 | -167746 | -578125 |
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{ "first_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 3.90657 } }, "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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