Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466310.1145 | 215540.8307 | 250769.2837 | 460119.2218 | -216589.3339 | 676708.5557 |
Total P&L (%) | 466.3101 | 215.5408 | 250.7693 | 460.1192 | -216.5893 | 676.7086 |
Avg Daily Profit (%) | 0.2805 | 0.1296 | 0.1508 | 0.1037 | 0 | 0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -281153 | -217676 | -71468 | -1165946 | -999299 | -202672 |
Profit Factor | 1.752 | 1.5445 | 2.1186 | 1.1963 | 0.867 | 1.9461 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 48.1203 | 45.4545 | 50.7463 | 48.1203 | 45.4545 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.8889 | 1.8534 | 2.0563 | 1.2897 | 1.0405 | 1.8888 |
Largest Winning Trade | 168304 | 168304 | 46681 | 215743 | 215743 | 190322 |
Largest Losing Trade | -59355 | -54416 | -59355 | -486502 | -486502 | -161369 |
Avg Bars in Trades | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Winners | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Losers | 40 | 61 | 18 | 40 | 61 | 18 |
Bars Traded | 4703 | 3004 | 1699 | 4703 | 3004 | 1699 |
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 | 405066 | -143496 | -105076 | -59574 | -705337 | -140512 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 167 } } }
# | 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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