Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019598.9355 | 1076042.6577 | -56443.7221 | 201777.6521 | 1513255.5397 | -1311477.8875 |
Total P&L (%) | 1019.5989 | 1076.0427 | -56.4437 | 201.7777 | 1513.2555 | -1311.4779 |
Avg Daily Profit (%) | 0.5576 | 0.5885 | -0.0309 | 0.0604 | 0.1522 | 0 |
Buy And Hold Return (%) | 495.7107 | 495.7107 | 495.7107 | 495.7107 | 495.7107 | 495.7107 |
Max Trade Drawdown | -195625 | -100913 | -106115 | -2356251 | -1069309 | -1576659 |
Profit Factor | 2.2742 | 3.6699 | 0.8579 | 1.0315 | 1.4676 | 0.5862 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 52.381 | 52.381 | 52.381 | 52.381 | 52.381 | 52.381 |
Ratio Avg Win / Avg Loss | 2.0674 | 3.3362 | 0.7799 | 0.9377 | 1.3341 | 0.5329 |
Largest Winning Trade | 561607 | 561607 | 74717 | 1765752 | 1765752 | 297869 |
Largest Losing Trade | -58861 | -58861 | -52630 | -415542 | -415542 | -375567 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 3502 | 1672 | 1830 | 3502 | 1672 | 1830 |
Profit Streak | 0 | 101.562 | 0 | 0 | 101.562 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354032 | -132311 | -726871 | -464644 | -139065 | -726871 |
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 2 } }, "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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