Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4617771.9396 | 4744500.7522 | -126728.8126 | 99790.5939 | 97274.7527 | 2515.8412 |
Total P&L (%) | 4617.7719 | 4744.5008 | -126.7288 | 99.7906 | 97.2748 | 2.5158 |
Avg Daily Profit (%) | 2.3518 | 2.4163 | -0.0645 | 0.0353 | 0.0346 | 0.0013 |
Buy And Hold Return (%) | 1545.2732 | 1545.2732 | 1545.2732 | 1545.2732 | 1545.2732 | 1545.2732 |
Max Trade Drawdown | -184031 | -79573 | -159277 | -552480 | -563931 | -238519 |
Profit Factor | 7.7401 | 12.9196 | 0.5586 | 1.0506 | 1.0731 | 1.0039 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 45.5224 | 43.2836 | 47.7612 | 45.5224 | 43.2836 | 47.7612 |
Ratio Avg Win / Avg Loss | 9.2627 | 16.9291 | 0.6109 | 1.2573 | 1.4061 | 1.098 |
Largest Winning Trade | 4803375 | 4803375 | 34657 | 428238 | 428238 | 193614 |
Largest Losing Trade | -45948 | -41693 | -45948 | -234086 | -234086 | -149790 |
Avg Bars in Trades | 56 | 100 | 11 | 56 | 100 | 11 |
Avg Bars in Winners | 77 | 150 | 10 | 77 | 150 | 10 |
Avg Bars in Losers | 38 | 62 | 11 | 38 | 62 | 11 |
Bars Traded | 7506 | 6739 | 767 | 7506 | 6739 | 767 |
Profit Streak | 0 | 0 | 403.879 | 0 | 0 | 403.879 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 667205 | -99521 | -697743 | -477843 | -572118 | -690079 |
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{ "first_band": { "type": "kcl", "factors": { "length": 128, "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": 128, "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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