Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144657.3899 | 1165450.1846 | -20792.7947 | 496433.3256 | 2210216.6206 | -1713783.295 |
Total P&L (%) | 1144.6574 | 1165.4502 | -20.7928 | 496.4333 | 2210.2166 | -1713.7833 |
Avg Daily Profit (%) | 0.6307 | 0.6421 | -0.0115 | 0.0984 | 0.1731 | 0 |
Buy And Hold Return (%) | 396.3678 | 396.3678 | 396.3678 | 396.3678 | 396.3678 | 396.3678 |
Max Trade Drawdown | -208340 | -98404 | -109936 | -3992716 | -1780400 | -2240924 |
Profit Factor | 2.5779 | 4.0955 | 0.9404 | 1.0558 | 1.5012 | 0.6178 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 49.5327 | 48.1481 | 50.9434 | 49.5327 | 48.1481 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.6266 | 4.4105 | 0.9056 | 1.0757 | 1.6167 | 0.5949 |
Largest Winning Trade | 647024 | 647024 | 74767 | 2957914 | 2957914 | 515259 |
Largest Losing Trade | -52630 | -52594 | -52630 | -1122385 | -453849 | -1122385 |
Avg Bars in Trades | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Winners | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Losers | 22 | 18 | 25 | 22 | 18 | 25 |
Bars Traded | 3472 | 1675 | 1797 | 3472 | 1675 | 1797 |
Profit Streak | 57.2567 | 88.7567 | 0 | 57.2567 | 88.7567 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507145 | -164433 | -760711 | -307255 | -170933 | -760711 |
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "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": 187, "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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