Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507048.1961 | 320337.6005 | 186710.5956 | 1592593.3387 | 1595466.3607 | -2873.022 |
Total P&L (%) | 507.0482 | 320.3376 | 186.7106 | 1592.5933 | 1595.4664 | -2.873 |
Avg Daily Profit (%) | 0.2993 | 0.1891 | 0.1102 | 0.1671 | 0.1672 | -0.0017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138741 | -120821 | -95889 | -1023193 | -382600 | -670179 |
Profit Factor | 1.417 | 1.542 | 1.2988 | 1.4643 | 2.0598 | 0.9985 |
Total Trades | 397 | 199 | 198 | 397 | 199 | 198 |
Winning Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Losing Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Profitability (%) | 43.5768 | 43.7186 | 43.4343 | 43.5768 | 43.7186 | 43.4343 |
Ratio Avg Win / Avg Loss | 1.8347 | 1.985 | 1.6915 | 1.8959 | 2.6517 | 1.3004 |
Largest Winning Trade | 70948 | 70948 | 42323 | 581348 | 581348 | 264970 |
Largest Losing Trade | -26033 | -18281 | -26033 | -276327 | -147442 | -276327 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5050 | 2419 | 2631 | 5050 | 2419 | 2631 |
Profit Streak | 4.0029 | 36.0029 | 0 | 4.0029 | 36.0029 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375640 | 360972 | -46454 | 345364 | 413958 | -580905 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "dema", "factors": { "length": 13, "offset": 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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