Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1531162.4931 | 1603038.7886 | -71876.2954 | 14526.1865 | -66343.3981 | 80869.5846 |
Total P&L (%) | 1531.1625 | 1603.0388 | -71.8763 | 14.5262 | -66.3434 | 80.8696 |
Avg Daily Profit (%) | 0.8513 | 0.8912 | -0.04 | 0.0075 | -0.0605 | 0.033 |
Buy And Hold Return (%) | 508.2223 | 508.2223 | 508.2223 | 508.2223 | 508.2223 | 508.2223 |
Max Trade Drawdown | -194747 | -129333 | -227219 | -512891 | -637681 | -375937 |
Profit Factor | 2.2507 | 3.6942 | 0.8858 | 1.0047 | 0.9609 | 1.0582 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Losing Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Profitability (%) | 48.7455 | 48.9209 | 48.5714 | 48.7455 | 48.9209 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.3666 | 3.8572 | 0.9379 | 1.0564 | 1.0033 | 1.1204 |
Largest Winning Trade | 1474347 | 1474347 | 60353 | 235514 | 192550 | 235514 |
Largest Losing Trade | -66911 | -35730 | -66911 | -223581 | -223581 | -177379 |
Avg Bars in Trades | 38 | 39 | 36 | 38 | 39 | 36 |
Avg Bars in Winners | 49 | 45 | 53 | 49 | 45 | 53 |
Avg Bars in Losers | 27 | 34 | 21 | 27 | 34 | 21 |
Bars Traded | 10648 | 5492 | 5156 | 10648 | 5492 | 5156 |
Profit Streak | 16.0149 | 0 | 19.6815 | 16.0149 | 0 | 19.6815 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573989 | 594108 | -580959 | -562332 | -579716 | -471372 |
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{ "first_band": { "type": "t3", "factors": { "length": 132, "offset": 0, "a": 0.81961 } }, "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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