Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189337.2363 | -11045.897 | 200383.1334 | 240355.4936 | -247199.1745 | 487554.6681 |
Total P&L (%) | 189.3372 | -11.0459 | 200.3831 | 240.3555 | -247.1992 | 487.5547 |
Avg Daily Profit (%) | 0.1827 | -0.0107 | 0.1934 | 0.1183 | 0 | 0.171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92499 | -108611 | -23032 | -337829 | -408268 | -89687 |
Profit Factor | 1.565 | 0.951 | 2.8287 | 1.2018 | 0.6917 | 2.2521 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 56.1404 | 49.1228 | 63.1579 | 56.1404 | 49.1228 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.2226 | 0.985 | 1.6501 | 0.9389 | 0.7164 | 1.3138 |
Largest Winning Trade | 33717 | 33717 | 26377 | 74482 | 53118 | 74482 |
Largest Losing Trade | -37825 | -37825 | -20801 | -145524 | -145524 | -80982 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 27 | 18 | 33 | 27 | 18 | 33 |
Avg Bars in Losers | 40 | 38 | 42 | 40 | 38 | 42 |
Bars Traded | 3744 | 1642 | 2102 | 3744 | 1642 | 2102 |
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 | 369908 | -760896 | -165385 | -36201 | -760896 | -167800 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 246, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 246, "offset": 0, "scalar": 3 } } }
# | 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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