Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740824.9016 | 669073.4621 | 71751.4395 | 401141.4284 | 86587.6998 | 314553.7286 |
Total P&L (%) | 740.8249 | 669.0735 | 71.7514 | 401.1414 | 86.5877 | 314.5537 |
Avg Daily Profit (%) | 0.3975 | 0.359 | 0.0385 | 0.0865 | 0.0335 | 0.0763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90519 | -60504 | -57394 | -1201826 | -831012 | -655443 |
Profit Factor | 2.7818 | 3.8064 | 1.4046 | 1.0901 | 1.0348 | 1.1604 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 48.75 | 42.5 | 55 | 48.75 | 42.5 | 55 |
Ratio Avg Win / Avg Loss | 2.9245 | 5.1499 | 1.1492 | 1.146 | 1.4 | 0.9494 |
Largest Winning Trade | 667393 | 667393 | 51055 | 709997 | 709997 | 388576 |
Largest Losing Trade | -48130 | -48130 | -37430 | -559057 | -383869 | -559057 |
Avg Bars in Trades | 44 | 37 | 51 | 44 | 37 | 51 |
Avg Bars in Winners | 65 | 55 | 73 | 65 | 55 | 73 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 3560 | 1491 | 2069 | 3560 | 1491 | 2069 |
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 | -9228 | 483415 | -140068 | -223081 | -333317 | -136151 |
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{ "first_band": { "type": "t3", "factors": { "length": 29, "offset": 62, "a": 0.099 } }, "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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