Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262878.4101 | 340664.4929 | -77786.0828 | -86043.1798 | 115704.8916 | -201748.0714 |
Total P&L (%) | 262.8784 | 340.6645 | -77.7861 | -86.0432 | 115.7049 | -201.7481 |
Avg Daily Profit (%) | 0.1396 | 0.1809 | -0.0413 | -0.1045 | 0.0408 | 0 |
Buy And Hold Return (%) | 26.4221 | 26.4221 | 26.4221 | 26.4221 | 26.4221 | 26.4221 |
Max Trade Drawdown | -184262 | -132991 | -187895 | -210289 | -80441 | -209273 |
Profit Factor | 1.1115 | 1.29 | 0.9342 | 0.9324 | 1.2048 | 0.7153 |
Total Trades | 629 | 315 | 314 | 629 | 315 | 314 |
Winning Trades | 379 | 187 | 192 | 379 | 187 | 192 |
Losing Trades | 250 | 128 | 122 | 250 | 128 | 122 |
Profitability (%) | 60.2544 | 59.3651 | 61.1465 | 60.2544 | 59.3651 | 61.1465 |
Ratio Avg Win / Avg Loss | 0.7332 | 0.883 | 0.5936 | 0.6151 | 0.8247 | 0.4545 |
Largest Winning Trade | 95215 | 95215 | 36545 | 30839 | 29828 | 30839 |
Largest Losing Trade | -61822 | -36439 | -61822 | -93982 | -30524 | -93982 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 7525 | 3945 | 3580 | 7525 | 3945 | 3580 |
Profit Streak | 0 | 0 | 12.5993 | 0 | 0 | 12.5993 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101280 | 302326 | -577354 | -575884 | -139820 | -577354 |
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{ "first_band": { "type": "ssf", "factors": { "length": 6, "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": 6, "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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