Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186301.0891 | 1288027.0114 | -101725.9222 | 11171.671 | 960894.6068 | -949722.9358 |
Total P&L (%) | 1186.3011 | 1288.027 | -101.7259 | 11.1717 | 960.8946 | -949.7229 |
Avg Daily Profit (%) | 0.6536 | 0.7097 | -0.056 | 0.0058 | 0.1302 | 0 |
Buy And Hold Return (%) | 561.5388 | 561.5388 | 561.5388 | 561.5388 | 561.5388 | 561.5388 |
Max Trade Drawdown | -205341 | -104315 | -127355 | -1059016 | -538966 | -1006626 |
Profit Factor | 2.5817 | 4.4616 | 0.7308 | 1.0035 | 1.6242 | 0.4268 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 46 | 46 | 46 | 46 | 46 | 46 |
Ratio Avg Win / Avg Loss | 3.0307 | 5.2375 | 0.8579 | 1.178 | 1.9067 | 0.501 |
Largest Winning Trade | 879319 | 879319 | 68851 | 879319 | 879319 | 195162 |
Largest Losing Trade | -59435 | -59435 | -53744 | -449171 | -258028 | -449171 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 46 | 42 | 51 | 46 | 42 | 51 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 3452 | 1627 | 1825 | 3452 | 1627 | 1825 |
Profit Streak | 57.3568 | 87.3568 | 57.3568 | 57.3568 | 87.3568 | 57.3568 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374035 | -166189 | -761827 | -567796 | -205573 | -761827 |
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{ "first_band": { "type": "ssf", "factors": { "length": 220, "offset": 17, "poles": 2 } }, "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": 220, "offset": 17, "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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