Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871944.8131 | 999125.8305 | -127181.0175 | -27968.6864 | 1094198.2196 | -1122166.906 |
Total P&L (%) | 871.9448 | 999.1258 | -127.181 | -27.9687 | 1094.1982 | -1122.1669 |
Avg Daily Profit (%) | 0.478 | 0.5477 | -0.0697 | -0.018 | 0.136 | 0 |
Buy And Hold Return (%) | 474.9059 | 474.9059 | 474.9059 | 474.9059 | 474.9059 | 474.9059 |
Max Trade Drawdown | -141896 | -114539 | -137272 | -1356802 | -607309 | -1120407 |
Profit Factor | 1.7535 | 2.6939 | 0.7758 | 0.9934 | 1.5637 | 0.5055 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Profitability (%) | 44.4 | 43.2 | 45.6 | 44.4 | 43.2 | 45.6 |
Ratio Avg Win / Avg Loss | 2.1958 | 3.542 | 0.9256 | 1.2439 | 2.0559 | 0.6031 |
Largest Winning Trade | 745166 | 745166 | 70524 | 1024654 | 1024654 | 291077 |
Largest Losing Trade | -46134 | -24279 | -46134 | -658507 | -169506 | -658507 |
Avg Bars in Trades | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Winners | 37 | 34 | 41 | 37 | 34 | 41 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 7181 | 3533 | 3648 | 7181 | 3533 | 3648 |
Profit Streak | 0 | 22.9569 | 0 | 0 | 22.9569 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 185909 | 302447 | -582433 | -579703 | -14606 | -582433 |
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{ "first_band": { "type": "ssf", "factors": { "length": 202, "offset": 0, "poles": 2 } }, "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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