Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214991.4877 | 1077480.196 | 137511.2917 | 10350779.8924 | 10218178.5664 | 132601.326 |
Total P&L (%) | 1214.9915 | 1077.4802 | 137.5113 | 10350.7799 | 10218.1786 | 132.6013 |
Avg Daily Profit (%) | 0.5527 | 0.4902 | 0.0626 | 0.2117 | 0.2111 | 0.0384 |
Buy And Hold Return (%) | 625.677 | 625.677 | 625.677 | 625.677 | 625.677 | 625.677 |
Max Trade Drawdown | -84312 | -99227 | -67102 | -8251562 | -5446345 | -4605628 |
Profit Factor | 2.064 | 2.7812 | 1.2561 | 1.3342 | 1.6235 | 1.0091 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 175 | 86 | 89 | 175 | 86 | 89 |
Losing Trades | 171 | 87 | 84 | 171 | 87 | 84 |
Profitability (%) | 50.578 | 49.711 | 51.4451 | 50.578 | 49.711 | 51.4451 |
Ratio Avg Win / Avg Loss | 2.0169 | 2.8136 | 1.1855 | 1.3037 | 1.6424 | 0.9524 |
Largest Winning Trade | 497847 | 497847 | 56931 | 8645392 | 8645392 | 2419153 |
Largest Losing Trade | -62229 | -21915 | -62229 | -3651469 | -2316453 | -3651469 |
Avg Bars in Trades | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Winners | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 8660 | 4099 | 4561 | 8660 | 4099 | 4561 |
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 | 355017 | 273602 | -274546 | 381334 | 422012 | -518747 |
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{ "first_band": { "type": "bbm", "factors": { "length": 98, "offset": 0, "std": 2.1104 } }, "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": 98, "offset": 0, "std": 2.1104 } }, "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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