Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810185.9485 | 650784.7261 | 159401.2224 | 2293408.8896 | 614009.1961 | 1679399.6934 |
Total P&L (%) | 810.1859 | 650.7847 | 159.4012 | 2293.4089 | 614.0092 | 1679.3997 |
Avg Daily Profit (%) | 0.4297 | 0.3451 | 0.0845 | 0.1685 | 0.1043 | 0.1528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113307 | -100550 | -62072 | -6083851 | -5430365 | -3256700 |
Profit Factor | 2.2586 | 2.8012 | 1.5644 | 1.0854 | 1.0409 | 1.1418 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 55.0265 | 52.6316 | 57.4468 | 55.0265 | 52.6316 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.846 | 2.5211 | 1.1588 | 0.8871 | 0.9368 | 0.8458 |
Largest Winning Trade | 465864 | 465864 | 38274 | 1277220 | 1249333 | 1277220 |
Largest Losing Trade | -66284 | -66284 | -41918 | -3330384 | -3330384 | -2431257 |
Avg Bars in Trades | 29 | 34 | 24 | 29 | 34 | 24 |
Avg Bars in Winners | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Losers | 39 | 47 | 30 | 39 | 47 | 30 |
Bars Traded | 5632 | 3304 | 2328 | 5632 | 3304 | 2328 |
Profit Streak | 19.1061 | 19.1061 | 47.1061 | 19.1061 | 19.1061 | 47.1061 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 622230 | 548076 | -76038 | -117550 | -229971 | -56199 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 3 } } }
# | 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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