Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121057.5799 | 1169258.8053 | -48201.2254 | 314338.1481 | 1098020.6908 | -783682.5426 |
Total P&L (%) | 1121.0576 | 1169.2588 | -48.2012 | 314.3381 | 1098.0207 | -783.6825 |
Avg Daily Profit (%) | 0.6161 | 0.6426 | -0.0265 | 0.0782 | 0.1366 | 0 |
Buy And Hold Return (%) | 416.8259 | 416.8259 | 416.8259 | 416.8259 | 416.8259 | 416.8259 |
Max Trade Drawdown | -144886 | -125934 | -110651 | -992337 | -606597 | -864264 |
Profit Factor | 2.1527 | 3.3833 | 0.9 | 1.0628 | 1.4387 | 0.6864 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 52.439 | 52.439 | 52.439 | 52.439 | 52.439 | 52.439 |
Ratio Avg Win / Avg Loss | 1.9524 | 3.0686 | 0.8163 | 0.964 | 1.3048 | 0.6226 |
Largest Winning Trade | 651986 | 651986 | 70186 | 906204 | 906204 | 264558 |
Largest Losing Trade | -50604 | -50604 | -40350 | -272265 | -271472 | -272265 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 3552 | 1755 | 1797 | 3552 | 1755 | 1797 |
Profit Streak | 0 | 93.1889 | 0 | 0 | 93.1889 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495191 | 453059 | -584642 | -405989 | -15218 | -584642 |
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{ "first_band": { "type": "ssf", "factors": { "length": 103, "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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