Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700077.5598 | 685955.2213 | 14122.3385 | 349574.4582 | 522686.2363 | -173111.7781 |
Total P&L (%) | 700.0776 | 685.9552 | 14.1223 | 349.5745 | 522.6862 | -173.1118 |
Avg Daily Profit (%) | 0.3724 | 0.3649 | 0.0075 | 0.08 | 0.0973 | 0 |
Buy And Hold Return (%) | 187.337 | 187.337 | 187.337 | 187.337 | 187.337 | 187.337 |
Max Trade Drawdown | -145430 | -109359 | -60649 | -1194946 | -1065327 | -632310 |
Profit Factor | 2.0428 | 2.6304 | 1.0563 | 1.073 | 1.1728 | 0.9018 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 48.3221 | 47.2973 | 49.3333 | 48.3221 | 47.2973 | 49.3333 |
Ratio Avg Win / Avg Loss | 2.1846 | 2.9311 | 1.0849 | 1.1475 | 1.3068 | 0.9262 |
Largest Winning Trade | 592450 | 592450 | 25335 | 560326 | 560326 | 213836 |
Largest Losing Trade | -34933 | -34933 | -27309 | -507821 | -507821 | -281025 |
Avg Bars in Trades | 36 | 62 | 11 | 36 | 62 | 11 |
Avg Bars in Winners | 45 | 83 | 9 | 45 | 83 | 9 |
Avg Bars in Losers | 28 | 43 | 13 | 28 | 43 | 13 |
Bars Traded | 5461 | 4609 | 852 | 5461 | 4609 | 852 |
Profit Streak | 0 | 244.2783 | 0 | 0 | 244.2783 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384461 | -52145 | -564058 | -234413 | -160484 | -637717 |
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{ "first_band": { "type": "kcl", "factors": { "length": 113, "offset": 0, "scalar": 3 } }, "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": 113, "offset": 0, "scalar": 3 } }, "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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