Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2206810.6623 | 2290902.5051 | -84091.8428 | 100416.2488 | 10822871.1859 | -10722454.9371 |
Total P&L (%) | 2206.8107 | 2290.9025 | -84.0918 | 100.4162 | 10822.8712 | -10722.4549 |
Avg Daily Profit (%) | 0.9929 | 1.0308 | -0.0378 | 0.0313 | 0.2114 | 0 |
Buy And Hold Return (%) | 271.0974 | 271.0974 | 271.0974 | 271.0974 | 271.0974 | 271.0974 |
Max Trade Drawdown | -271856 | -140215 | -187759 | -17626929 | -5796282 | -11964468 |
Profit Factor | 2.8134 | 5.0167 | 0.8699 | 1.0041 | 2.2099 | 0.3188 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Losing Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Profitability (%) | 44.403 | 47.0149 | 41.791 | 44.403 | 47.0149 | 41.791 |
Ratio Avg Win / Avg Loss | 3.5227 | 5.6538 | 1.2117 | 1.2572 | 2.4905 | 0.444 |
Largest Winning Trade | 2095729 | 2095729 | 44898 | 15685353 | 15685353 | 1363079 |
Largest Losing Trade | -63977 | -39213 | -63977 | -10175194 | -2246616 | -10175194 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 8760 | 4402 | 4358 | 8760 | 4402 | 4358 |
Profit Streak | 0 | 12.662 | 0 | 0 | 12.662 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 645436 | 735378 | -582502 | -533696 | 417389 | -584169 |
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{ "first_band": { "type": "ssf", "factors": { "length": 204, "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": 204, "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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