Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240421.6597 | 1320423.219 | -80001.5593 | 105488.7899 | 1372590.5005 | -1267101.7106 |
Total P&L (%) | 1240.4217 | 1320.4232 | -80.0016 | 105.4888 | 1372.5905 | -1267.1017 |
Avg Daily Profit (%) | 0.6819 | 0.7259 | -0.044 | 0.0396 | 0.148 | 0 |
Buy And Hold Return (%) | 414.0519 | 414.0519 | 414.0519 | 414.0519 | 414.0519 | 414.0519 |
Max Trade Drawdown | -203018 | -95261 | -109888 | -1708415 | -772992 | -1460289 |
Profit Factor | 2.6016 | 4.4729 | 0.7971 | 1.0192 | 1.5347 | 0.5667 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 46.3636 | 47.2727 | 45.4545 | 46.3636 | 47.2727 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.0097 | 4.989 | 0.9565 | 1.1791 | 1.7118 | 0.68 |
Largest Winning Trade | 868734 | 868734 | 75174 | 1270001 | 1270001 | 374102 |
Largest Losing Trade | -52630 | -52594 | -52630 | -553528 | -339617 | -553528 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Losers | 22 | 17 | 27 | 22 | 17 | 27 |
Bars Traded | 3481 | 1673 | 1808 | 3481 | 1673 | 1808 |
Profit Streak | 0 | 92.7458 | 0 | 0 | 92.7458 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463726 | -163558 | -762601 | -506298 | -175853 | -762601 |
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{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 3 } }, "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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