Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496514.1962 | 450439.4796 | 46074.7166 | 193541.6673 | 338713.6777 | -145172.0104 |
Total P&L (%) | 496.5142 | 450.4395 | 46.0747 | 193.5417 | 338.7137 | -145.172 |
Avg Daily Profit (%) | 0.2639 | 0.2394 | 0.0245 | 0.0573 | 0.0786 | 0 |
Buy And Hold Return (%) | 42.008 | 42.008 | 42.008 | 42.008 | 42.008 | 42.008 |
Max Trade Drawdown | -157408 | -147369 | -55975 | -390767 | -255933 | -222675 |
Profit Factor | 1.9117 | 2.3652 | 1.2146 | 1.1617 | 1.5372 | 0.7438 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 48.4848 | 48 | 48.9796 | 48.4848 | 48 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.0312 | 2.5623 | 1.2653 | 1.2343 | 1.6653 | 0.7748 |
Largest Winning Trade | 349676 | 349676 | 38230 | 349676 | 349676 | 50962 |
Largest Losing Trade | -39824 | -39824 | -25816 | -132804 | -132804 | -107289 |
Avg Bars in Trades | 51 | 49 | 54 | 51 | 49 | 54 |
Avg Bars in Winners | 74 | 68 | 80 | 74 | 68 | 80 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 5143 | 2485 | 2658 | 5143 | 2485 | 2658 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412977 | -168370 | -296549 | -161162 | -266157 | -581078 |
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{ "first_band": { "type": "t3", "factors": { "length": 183, "offset": 0, "a": 0.62002 } }, "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": 183, "offset": 0, "a": 0.62002 } }, "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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