Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349760.6557 | 213694.4706 | 136066.1851 | 62165.4254 | -992687.8081 | 1054853.2335 |
Total P&L (%) | 349.7607 | 213.6945 | 136.0662 | 62.1654 | -992.6878 | 1054.8532 |
Avg Daily Profit (%) | 0.193 | 0.1179 | 0.0751 | 0.0267 | 0 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173879 | -174907 | -91007 | -2234194 | -2227492 | -499195 |
Profit Factor | 1.5029 | 1.505 | 1.4997 | 1.0148 | 0.6725 | 1.8998 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 50.3759 | 46.2687 | 54.5455 | 50.3759 | 46.2687 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4805 | 1.7477 | 1.2498 | 0.9996 | 0.781 | 1.5832 |
Largest Winning Trade | 225305 | 225305 | 59247 | 586279 | 586279 | 347838 |
Largest Losing Trade | -40674 | -34534 | -40674 | -503568 | -503568 | -256514 |
Avg Bars in Trades | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Winners | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 5293 | 2784 | 2509 | 5293 | 2784 | 2509 |
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 | 334299 | -151553 | -214989 | -363281 | -699187 | -132259 |
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{ "first_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.882 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.882 } }, "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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