Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14274274.0404 | 14238212.4195 | 36061.6209 | 16466825.9001 | 24169424.3529 | -7702598.4528 |
Total P&L (%) | 14274.274 | 14238.2124 | 36.0616 | 16466.8259 | 24169.4244 | -7702.5985 |
Avg Daily Profit (%) | 6.3272 | 6.3113 | 0.016 | 0.2268 | 0.2437 | 0 |
Buy And Hold Return (%) | 7414.279 | 7414.279 | 7414.279 | 7414.279 | 7414.279 | 7414.279 |
Max Trade Drawdown | -80821 | -78330 | -61804 | -19634250 | -10326821 | -13454354 |
Profit Factor | 22.2027 | 43.862 | 1.1057 | 1.2007 | 1.6371 | 0.8254 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Losing Trades | 117 | 64 | 53 | 117 | 64 | 53 |
Profitability (%) | 46.3303 | 41.2844 | 51.3761 | 46.3303 | 41.2844 | 51.3761 |
Ratio Avg Win / Avg Loss | 25.72 | 62.3815 | 1.0465 | 1.3909 | 2.3283 | 0.7812 |
Largest Winning Trade | 14064606 | 14064606 | 49328 | 20849160 | 20849160 | 10258491 |
Largest Losing Trade | -41442 | -22490 | -41442 | -8448754 | -3943856 | -8448754 |
Avg Bars in Trades | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Winners | 87 | 84 | 88 | 87 | 84 | 88 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 13321 | 6123 | 7198 | 13321 | 6123 | 7198 |
Profit Streak | 3.1911 | 7.6911 | 0 | 3.1911 | 7.6911 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569906 | 523325 | -441569 | 38650 | 220164 | -580863 |
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{ "first_band": { "type": "t3", "factors": { "length": 196, "offset": 0, "a": 0.29387 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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# | 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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