Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750968.0546 | 1725833.4628 | 25134.5918 | 841692.2929 | -4644481.8999 | 5486174.1928 |
Total P&L (%) | 1750.9681 | 1725.8335 | 25.1346 | 841.6923 | -4644.4819 | 5486.1742 |
Avg Daily Profit (%) | 0.9729 | 0.959 | 0.014 | 0.1247 | 0 | 0.2238 |
Buy And Hold Return (%) | 444.2211 | 444.2211 | 444.2211 | 444.2211 | 444.2211 | 444.2211 |
Max Trade Drawdown | -187464 | -204636 | -106116 | -11980064 | -14584465 | -2993075 |
Profit Factor | 2.5036 | 3.7978 | 1.0459 | 1.0218 | 0.8118 | 1.3916 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 170 | 89 | 81 | 170 | 89 | 81 |
Profitability (%) | 46.7085 | 44.375 | 49.0566 | 46.7085 | 44.375 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.8565 | 4.7606 | 1.0861 | 1.1658 | 1.0177 | 1.4451 |
Largest Winning Trade | 1556996 | 1556996 | 58403 | 5692461 | 5692461 | 4753470 |
Largest Losing Trade | -30200 | -28312 | -30200 | -1622804 | -1622804 | -1325236 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 48 | 42 | 53 | 48 | 42 | 53 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 10643 | 4842 | 5800 | 10643 | 4842 | 5800 |
Profit Streak | 4.6207 | 4.6207 | 20.1207 | 4.6207 | 4.6207 | 20.1207 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 612998 | 588542 | -509032 | -229121 | -580655 | 354908 |
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{ "first_band": { "type": "bbm", "factors": { "length": 143, "offset": 0, "std": 4.62376 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 143, "offset": 0, "std": 4.62376 } }, "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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