Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418142.5679 | 511872.873 | -93730.3051 | 28692.3923 | 3419738.3581 | -3391045.9658 |
Total P&L (%) | 418.1426 | 511.8729 | -93.7303 | 28.6924 | 3419.7384 | -3391.046 |
Avg Daily Profit (%) | 0.2293 | 0.2807 | -0.0514 | 0.0138 | 0.1955 | 0 |
Buy And Hold Return (%) | 685.6976 | 685.6976 | 685.6976 | 685.6976 | 685.6976 | 685.6976 |
Max Trade Drawdown | -218571 | -158544 | -217169 | -4791658 | -2231260 | -4706320 |
Profit Factor | 1.191 | 1.5019 | 0.9199 | 1.0013 | 1.3528 | 0.7295 |
Total Trades | 819 | 409 | 410 | 819 | 409 | 410 |
Winning Trades | 394 | 193 | 201 | 394 | 193 | 201 |
Losing Trades | 425 | 216 | 209 | 425 | 216 | 209 |
Profitability (%) | 48.1074 | 47.1883 | 49.0244 | 48.1074 | 47.1883 | 49.0244 |
Ratio Avg Win / Avg Loss | 1.2847 | 1.6809 | 0.9565 | 1.0801 | 1.514 | 0.7585 |
Largest Winning Trade | 219871 | 219871 | 46068 | 2140955 | 2140955 | 467311 |
Largest Losing Trade | -25748 | -23185 | -25748 | -1133655 | -1133655 | -967078 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 21795 | 11230 | 10565 | 21795 | 11230 | 10565 |
Profit Streak | 0 | 14.905 | 0 | 0 | 14.905 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164512 | -152306 | -579292 | -555425 | 377538 | -579292 |
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{ "first_band": { "type": "t3", "factors": { "length": 63, "offset": 0, "a": 0.81421 } }, "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": 63, "offset": 0, "a": 0.81421 } }, "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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