Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300432.8607 | 386421.2848 | -85988.4241 | -58950.5229 | 385835.1478 | -444785.6707 |
Total P&L (%) | 300.4329 | 386.4213 | -85.9884 | -58.9505 | 385.8351 | -444.7857 |
Avg Daily Profit (%) | 0.1612 | 0.2073 | -0.0461 | -0.0478 | 0.0848 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171439 | -136356 | -143144 | -685832 | -258208 | -549372 |
Profit Factor | 1.2948 | 1.8521 | 0.8479 | 0.9709 | 1.5138 | 0.6505 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 44.1176 | 43.1373 | 45.098 | 44.1176 | 43.1373 | 45.098 |
Ratio Avg Win / Avg Loss | 1.6401 | 2.4414 | 1.0323 | 1.2298 | 1.9954 | 0.7919 |
Largest Winning Trade | 282493 | 282493 | 66994 | 350163 | 350163 | 187107 |
Largest Losing Trade | -50673 | -20397 | -50673 | -180878 | -123179 | -180878 |
Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Winners | 36 | 31 | 41 | 36 | 31 | 41 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 5487 | 2482 | 3005 | 5487 | 2482 | 3005 |
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 | 270387 | 306898 | -581022 | -580053 | -79862 | -582688 |
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{ "first_band": { "type": "ssf", "factors": { "length": 135, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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# | 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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