Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2622026.6622 | 2655108.6513 | -33081.9891 | 152904.2016 | 434375.4045 | -281471.2029 |
Total P&L (%) | 2622.0267 | 2655.1087 | -33.082 | 152.9042 | 434.3754 | -281.4712 |
Avg Daily Profit (%) | 1.183 | 1.1979 | -0.0149 | 0.0419 | 0.0756 | 0 |
Buy And Hold Return (%) | 297.4656 | 297.4656 | 297.4656 | 297.4656 | 297.4656 | 297.4656 |
Max Trade Drawdown | -220162 | -122471 | -115536 | -2562358 | -1393089 | -1176580 |
Profit Factor | 4.6302 | 9.4801 | 0.9192 | 1.0305 | 1.1986 | 0.9005 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 56.1224 | 59.1837 | 53.0612 | 56.1224 | 59.1837 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.62 | 6.538 | 0.8131 | 0.8056 | 0.8266 | 0.7966 |
Largest Winning Trade | 2628573 | 2628573 | 50842 | 1047472 | 1047472 | 510165 |
Largest Losing Trade | -65899 | -42314 | -65899 | -741468 | -350921 | -741468 |
Avg Bars in Trades | 44 | 43 | 46 | 44 | 43 | 46 |
Avg Bars in Winners | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Losers | 29 | 33 | 25 | 29 | 33 | 25 |
Bars Traded | 4405 | 2140 | 2265 | 4405 | 2140 | 2265 |
Profit Streak | 18.8533 | 38.8533 | 18.8533 | 18.8533 | 38.8533 | 18.8533 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 833124 | 875325 | -579724 | -489304 | -116018 | -579724 |
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 29, "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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