Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514745.3717 | 558803.5135 | -44058.1417 | 14805.2687 | 579950.0346 | -565144.7659 |
Total P&L (%) | 514.7454 | 558.8035 | -44.0581 | 14.8053 | 579.95 | -565.1448 |
Avg Daily Profit (%) | 0.2842 | 0.3085 | -0.0243 | 0.0076 | 0.1059 | 0 |
Buy And Hold Return (%) | 121.1393 | 121.1393 | 121.1393 | 121.1393 | 121.1393 | 121.1393 |
Max Trade Drawdown | -176729 | -113552 | -101021 | -975150 | -579000 | -607667 |
Profit Factor | 1.4555 | 1.9232 | 0.9161 | 1.0037 | 1.2839 | 0.7097 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 46.7593 | 44.4444 | 49.0741 | 46.7593 | 44.4444 | 49.0741 |
Ratio Avg Win / Avg Loss | 1.6572 | 2.404 | 0.9506 | 1.1428 | 1.6049 | 0.7365 |
Largest Winning Trade | 326170 | 326170 | 62423 | 615255 | 615255 | 161413 |
Largest Losing Trade | -46192 | -46192 | -31757 | -191075 | -191075 | -149175 |
Avg Bars in Trades | 24 | 24 | 25 | 24 | 24 | 25 |
Avg Bars in Winners | 30 | 34 | 27 | 30 | 34 | 27 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 5373 | 2654 | 2719 | 5373 | 2654 | 2719 |
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 | 325790 | 316450 | -581127 | -564717 | -53788 | -581127 |
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "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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