Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155615.0844 | 357876.6919 | -202261.6074 | -99355.3013 | -63351.1705 | -36004.1308 |
Total P&L (%) | 155.6151 | 357.8767 | -202.2616 | -99.3553 | -63.3512 | -36.0041 |
Avg Daily Profit (%) | 0.0652 | 0.15 | -0.0848 | -0.2112 | -0.0421 | -0.0187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257521 | -189698 | -292535 | -291360 | -230595 | -112885 |
Profit Factor | 1.0598 | 1.2668 | 0.8393 | 0.8673 | 0.8462 | 0.8932 |
Total Trades | 637 | 318 | 319 | 637 | 318 | 319 |
Winning Trades | 303 | 154 | 149 | 303 | 154 | 149 |
Losing Trades | 334 | 164 | 170 | 334 | 164 | 170 |
Profitability (%) | 47.5667 | 48.4277 | 46.7085 | 47.5667 | 48.4277 | 46.7085 |
Ratio Avg Win / Avg Loss | 1.1683 | 1.349 | 0.9576 | 0.956 | 0.9011 | 1.019 |
Largest Winning Trade | 256198 | 256198 | 60652 | 71293 | 71293 | 44619 |
Largest Losing Trade | -54750 | -51144 | -54750 | -43415 | -43415 | -36436 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 14256 | 7027 | 7229 | 14256 | 7027 | 7229 |
Profit Streak | 0 | 13.5156 | 0 | 0 | 13.5156 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -257896 | 302729 | -580667 | -578118 | -579402 | -579001 |
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 63, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 63, "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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