Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075494.3326 | 1095519.1439 | -20024.8113 | -53450.5543 | 870089.1673 | -923539.7216 |
Total P&L (%) | 1075.4943 | 1095.5191 | -20.0248 | -53.4506 | 870.0892 | -923.5397 |
Avg Daily Profit (%) | 0.5439 | 0.554 | -0.0101 | -0.0387 | 0.115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -286425 | -236076 | -98339 | -2293657 | -1646058 | -1040036 |
Profit Factor | 3.0851 | 4.594 | 0.9051 | 0.9832 | 1.4678 | 0.3018 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 43.8356 | 45.9459 | 41.6667 | 43.8356 | 45.9459 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.9528 | 5.4047 | 1.2671 | 1.2597 | 1.7269 | 0.4225 |
Largest Winning Trade | 1282595 | 1282595 | 59630 | 1645029 | 1645029 | 86959 |
Largest Losing Trade | -50198 | -50198 | -32980 | -788434 | -788434 | -441886 |
Avg Bars in Trades | 50 | 53 | 46 | 50 | 53 | 46 |
Avg Bars in Winners | 73 | 73 | 74 | 73 | 73 | 74 |
Avg Bars in Losers | 32 | 37 | 26 | 32 | 37 | 26 |
Bars Traded | 3669 | 1990 | 1679 | 3669 | 1990 | 1679 |
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 | -61803 | 611618 | -582354 | -657786 | -38446 | -584020 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 227, "na": 0.33805, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 81, "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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