Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039900.1064 | 1113646.7236 | -73746.6171 | 127180.8494 | 1228297.641 | -1101116.7916 |
Total P&L (%) | 1039.9001 | 1113.6467 | -73.7466 | 127.1808 | 1228.2976 | -1101.1168 |
Avg Daily Profit (%) | 0.5695 | 0.6099 | -0.0404 | 0.0449 | 0.1417 | 0 |
Buy And Hold Return (%) | 466.4107 | 466.4107 | 466.4107 | 466.4107 | 466.4107 | 466.4107 |
Max Trade Drawdown | -205651 | -109841 | -129738 | -1412462 | -699965 | -1382123 |
Profit Factor | 2.2786 | 3.6949 | 0.8157 | 1.0283 | 1.5566 | 0.5177 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 47.3214 | 44.6429 | 50 | 47.3214 | 44.6429 | 50 |
Ratio Avg Win / Avg Loss | 2.5365 | 4.5816 | 0.8157 | 1.1447 | 1.9301 | 0.5177 |
Largest Winning Trade | 582284 | 582284 | 74035 | 1051015 | 1051015 | 174981 |
Largest Losing Trade | -63034 | -63034 | -40350 | -414676 | -382701 | -414676 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 41 | 43 | 40 | 41 | 43 | 40 |
Avg Bars in Losers | 21 | 20 | 24 | 21 | 20 | 24 |
Bars Traded | 3506 | 1710 | 1796 | 3506 | 1710 | 1796 |
Profit Streak | 0 | 100.2329 | 0 | 0 | 100.2329 | 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 | 339525 | -167105 | -760833 | -488765 | -185246 | -760833 |
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{ "first_band": { "type": "ssf", "factors": { "length": 167, "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": 167, "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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