Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168501.8674 | 298909.438 | -130407.5706 | -99838.2941 | 80132.5305 | -179970.8245 |
Total P&L (%) | 168.5019 | 298.9094 | -130.4076 | -99.8383 | 80.1325 | -179.9708 |
Avg Daily Profit (%) | 0.089 | 0.1578 | -0.0689 | -0.3388 | 0.0311 | 0 |
Buy And Hold Return (%) | 24.492 | 24.492 | 24.492 | 24.492 | 24.492 | 24.492 |
Max Trade Drawdown | -328901 | -168220 | -216782 | -432114 | -278574 | -198277 |
Profit Factor | 1.1232 | 1.4636 | 0.8196 | 0.8927 | 1.1625 | 0.5882 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 53.3632 | 51.7857 | 54.955 | 53.3632 | 51.7857 | 54.955 |
Ratio Avg Win / Avg Loss | 0.9816 | 1.3627 | 0.6718 | 0.7801 | 1.0823 | 0.4821 |
Largest Winning Trade | 166693 | 166693 | 39315 | 177284 | 177284 | 62119 |
Largest Losing Trade | -99434 | -40577 | -99434 | -172765 | -172765 | -77695 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 3754 | 1878 | 1877 | 3754 | 1878 | 1877 |
Profit Streak | 0 | 0 | 22.4554 | 0 | 0 | 22.4554 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159055 | 309505 | -579568 | -578897 | -195756 | -579568 |
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{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } }, "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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