Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399652.9402 | 264711.5852 | 134941.355 | 185877.6321 | 355203.3021 | -169325.67 |
Total P&L (%) | 399.6529 | 264.7116 | 134.9414 | 185.8776 | 355.2033 | -169.3257 |
Avg Daily Profit (%) | 0.2122 | 0.1406 | 0.0717 | 0.0558 | 0.0805 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109487 | -78593 | -87429 | -668176 | -438498 | -604132 |
Profit Factor | 1.3337 | 1.4369 | 1.228 | 1.0355 | 1.1404 | 0.9375 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 176 | 86 | 90 | 176 | 86 | 90 |
Losing Trades | 171 | 88 | 83 | 171 | 88 | 83 |
Profitability (%) | 50.7205 | 49.4253 | 52.0231 | 50.7205 | 49.4253 | 52.0231 |
Ratio Avg Win / Avg Loss | 1.2958 | 1.4703 | 1.1325 | 1.006 | 1.1669 | 0.8646 |
Largest Winning Trade | 66831 | 66831 | 43888 | 193052 | 193052 | 129357 |
Largest Losing Trade | -65264 | -50767 | -65264 | -289221 | -229475 | -289221 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 5554 | 2954 | 2600 | 5554 | 2954 | 2600 |
Profit Streak | 16.5719 | 16.5719 | 44.5719 | 16.5719 | 16.5719 | 44.5719 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405700 | -3462 | -95300 | -296670 | -150597 | -578467 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "wma", "factors": { "length": 75, "offset": 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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