Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147695.548 | 219449.8592 | -71754.3112 | -81694.7216 | 77862.7691 | -159557.4907 |
Total P&L (%) | 147.6955 | 219.4499 | -71.7543 | -81.6947 | 77.8628 | -159.5575 |
Avg Daily Profit (%) | 0.1046 | 0.1554 | -0.0508 | -0.1202 | 0.0408 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -193553 | -122002 | -160086 | -246722 | -193315 | -182715 |
Profit Factor | 1.0641 | 1.2034 | 0.9414 | 0.9678 | 1.0646 | 0.8802 |
Total Trades | 760 | 380 | 380 | 760 | 380 | 380 |
Winning Trades | 471 | 233 | 238 | 471 | 233 | 238 |
Losing Trades | 289 | 147 | 142 | 289 | 147 | 142 |
Profitability (%) | 61.9737 | 61.3158 | 62.6316 | 61.9737 | 61.3158 | 62.6316 |
Ratio Avg Win / Avg Loss | 0.6529 | 0.7592 | 0.5617 | 0.5938 | 0.6717 | 0.5251 |
Largest Winning Trade | 28100 | 28100 | 27782 | 50702 | 34457 | 50702 |
Largest Losing Trade | -52036 | -33777 | -52036 | -75259 | -61218 | -75259 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 8445 | 4349 | 4096 | 8445 | 4349 | 4096 |
Profit Streak | 461.2312 | 461.2312 | 463.7312 | 461.2312 | 461.2312 | 463.7312 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197808 | 317791 | -576847 | -573600 | -286259 | -576847 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.69632, "nb": 0.1, "nc": 0.88937 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 237, "af": 0, "af0": 0, "max_af": 0 } } }
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# | 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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