Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4938729.7742 | -85118.9174 | -4853610.8568 | 31257.3386 | 8176896.0869 | -8145638.7483 |
Total P&L (%) | -4938.7298 | -85.1189 | -4853.6109 | 31.2573 | 8176.8961 | -8145.6387 |
Avg Daily Profit (%) | -2.0927 | -0.0361 | -2.0566 | 0.0115 | 0.1873 | 0 |
Buy And Hold Return (%) | 532.1791 | 532.1791 | 532.1791 | 532.1791 | 532.1791 | 532.1791 |
Max Trade Drawdown | -5076494 | -186439 | -4919782 | -11445533 | -219605 | -12379541 |
Profit Factor | 0.0612 | 0.6742 | 0.0291 | 1.0024 | 24.3265 | 0.364 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 33 | 18 | 15 |
Losing Trades | 33 | 17 | 16 | 25 | 11 | 14 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 56.8966 | 62.069 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.0808 | 0.9551 | 0.0359 | 0.7594 | 14.8662 | 0.3398 |
Largest Winning Trade | 82354 | 82354 | 47139 | 4770045 | 4770045 | 3152789 |
Largest Losing Trade | -4746157 | -84503 | -4746157 | -10912326 | -94397 | -10912326 |
Avg Bars in Trades | 76 | 87 | 65 | 76 | 87 | 65 |
Avg Bars in Winners | 31 | 16 | 44 | 75 | 90 | 56 |
Avg Bars in Losers | 110 | 136 | 83 | 78 | 82 | 75 |
Bars Traded | 4438 | 2528 | 1910 | 4438 | 2528 | 1910 |
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 | -762959 | -584185 | -582844 | -741403 | 646807 | -580609 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 98, "offset": 169 } } }
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 98, "offset": 169 } } }
# | 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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