Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15281537.9948 | 15351558.7408 | -70020.7461 | 1532342.275 | 3030294.2653 | -1497951.9903 |
Total P&L (%) | 15281.538 | 15351.5587 | -70.0207 | 1532.3423 | 3030.2943 | -1497.952 |
Avg Daily Profit (%) | 6.7236 | 6.7544 | -0.0308 | 0.1229 | 0.1516 | 0 |
Buy And Hold Return (%) | 8679.1233 | 8679.1233 | 8679.1233 | 8679.1233 | 8679.1233 | 8679.1233 |
Max Trade Drawdown | -130931 | -132163 | -62146 | -7074287 | -6351643 | -1504250 |
Profit Factor | 18.1275 | 27.8938 | 0.7821 | 1.0722 | 1.2075 | 0.7739 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 125 | 56 | 69 | 125 | 56 | 69 |
Losing Trades | 164 | 88 | 76 | 164 | 88 | 76 |
Profitability (%) | 43.2526 | 38.8889 | 47.5862 | 43.2526 | 38.8889 | 47.5862 |
Ratio Avg Win / Avg Loss | 23.7833 | 43.833 | 0.8615 | 1.4067 | 1.8974 | 0.8525 |
Largest Winning Trade | 15289376 | 15289376 | 18837 | 8136010 | 8136010 | 337081 |
Largest Losing Trade | -47557 | -47557 | -24302 | -3909822 | -3909822 | -893421 |
Avg Bars in Trades | 44 | 74 | 14 | 44 | 74 | 14 |
Avg Bars in Winners | 56 | 109 | 12 | 56 | 109 | 12 |
Avg Bars in Losers | 35 | 52 | 16 | 35 | 52 | 16 |
Bars Traded | 12887 | 10788 | 2099 | 12887 | 10788 | 2099 |
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 | 535519 | 415727 | -581609 | -336496 | -162017 | -581609 |
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{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 4 } }, "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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