Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989713.9065 | 971679.3704 | 18034.5361 | 881022.8011 | 1293277.0195 | -412254.2184 |
Total P&L (%) | 989.7139 | 971.6794 | 18.0345 | 881.0228 | 1293.277 | -412.2542 |
Avg Daily Profit (%) | 0.5291 | 0.5194 | 0.0096 | 0.1221 | 0.1409 | 0 |
Buy And Hold Return (%) | 286.0088 | 286.0088 | 286.0088 | 286.0088 | 286.0088 | 286.0088 |
Max Trade Drawdown | -99382 | -129938 | -87399 | -4169523 | -3785416 | -1937654 |
Profit Factor | 2.1417 | 3.1864 | 1.0427 | 1.0528 | 1.1419 | 0.9456 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 44.7205 | 41.9753 | 47.5 | 44.7205 | 41.9753 | 47.5 |
Ratio Avg Win / Avg Loss | 2.6473 | 4.4047 | 1.1524 | 1.3014 | 1.5785 | 1.0451 |
Largest Winning Trade | 449430 | 449430 | 57590 | 3558236 | 3558236 | 923247 |
Largest Losing Trade | -36658 | -33658 | -36658 | -1888095 | -929690 | -1888095 |
Avg Bars in Trades | 34 | 31 | 38 | 34 | 31 | 38 |
Avg Bars in Winners | 49 | 42 | 55 | 49 | 42 | 55 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 5596 | 2536 | 3060 | 5596 | 2536 | 3060 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396449 | -979 | -539731 | -196233 | -84638 | -599541 |
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{ "first_band": { "type": "ssf", "factors": { "length": 190, "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": 190, "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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