Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1505792.9592 | 1531336.6223 | -25543.6631 | 129768.8507 | -25407.4248 | 155176.2755 |
Total P&L (%) | 1505.793 | 1531.3366 | -25.5437 | 129.7689 | -25.4074 | 155.1763 |
Avg Daily Profit (%) | 0.6335 | 0.6442 | -0.0107 | 0.035 | -0.0123 | 0.0394 |
Buy And Hold Return (%) | 253.7025 | 253.7025 | 253.7025 | 253.7025 | 253.7025 | 253.7025 |
Max Trade Drawdown | -156314 | -154823 | -148161 | -427070 | -438274 | -144671 |
Profit Factor | 2.7697 | 4.7217 | 0.9419 | 1.0741 | 0.9735 | 1.1953 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 46.8966 | 42.4658 | 51.3889 | 46.8966 | 42.4658 | 51.3889 |
Ratio Avg Win / Avg Loss | 3.1363 | 6.3971 | 0.891 | 1.2162 | 1.3189 | 1.1307 |
Largest Winning Trade | 1360573 | 1360573 | 49399 | 367527 | 367527 | 155910 |
Largest Losing Trade | -80788 | -37738 | -80788 | -107743 | -107743 | -84602 |
Avg Bars in Trades | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Losers | 27 | 24 | 31 | 27 | 24 | 31 |
Bars Traded | 4630 | 2229 | 2401 | 4630 | 2229 | 2401 |
Profit Streak | 0 | 0 | 28.0202 | 0 | 0 | 28.0202 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557836 | -56105 | -659515 | -451800 | -653999 | -390475 |
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{ "first_band": { "type": "t3", "factors": { "length": 91, "offset": 0, "a": 0.39537 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 91, "offset": 0, "a": 0.39537 } }, "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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