Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649902.9008 | 499916.6685 | 149986.2323 | 243748.7228 | -1163062.2052 | 1406810.928 |
Total P&L (%) | 649.9029 | 499.9167 | 149.9862 | 243.7487 | -1163.0622 | 1406.8109 |
Avg Daily Profit (%) | 0.3585 | 0.2758 | 0.0827 | 0.0681 | 0 | 0.1498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171718 | -131702 | -73088 | -2524249 | -2611869 | -976531 |
Profit Factor | 1.9948 | 2.5243 | 1.461 | 1.0257 | 0.7657 | 1.3118 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 46.9231 | 41.5385 | 52.3077 | 46.9231 | 41.5385 | 52.3077 |
Ratio Avg Win / Avg Loss | 2.2564 | 3.5527 | 1.3321 | 1.1602 | 1.0776 | 1.196 |
Largest Winning Trade | 562342 | 562342 | 67024 | 1095992 | 840086 | 1095992 |
Largest Losing Trade | -29686 | -29686 | -28600 | -788695 | -591838 | -788695 |
Avg Bars in Trades | 40 | 30 | 51 | 40 | 30 | 51 |
Avg Bars in Winners | 62 | 47 | 73 | 62 | 47 | 73 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 5321 | 2002 | 3319 | 5321 | 2002 | 3319 |
Profit Streak | 0 | 0 | 18.9635 | 0 | 0 | 18.9635 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443910 | -122167 | -212235 | -295034 | -714360 | -123377 |
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{ "first_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 3 } }, "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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