Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22159210.0387 | 22147487.5546 | 11722.4841 | 7692434.0485 | 9107034.2968 | -1414600.2483 |
Total P&L (%) | 22159.21 | 22147.4876 | 11.7225 | 7692.434 | 9107.0343 | -1414.6002 |
Avg Daily Profit (%) | 9.7575 | 9.7523 | 0.0052 | 0.192 | 0.1993 | 0 |
Buy And Hold Return (%) | 8127.6955 | 8127.6955 | 8127.6955 | 8127.6955 | 8127.6955 | 8127.6955 |
Max Trade Drawdown | -154287 | -157081 | -26970 | -15267224 | -14670077 | -1918646 |
Profit Factor | 45.8237 | 54.7813 | 1.142 | 1.198 | 1.2744 | 0.7504 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 48.5149 | 42 | 54.902 | 48.5149 | 42 | 54.902 |
Ratio Avg Win / Avg Loss | 48.6292 | 75.6504 | 0.9381 | 1.2713 | 1.7599 | 0.6164 |
Largest Winning Trade | 22046250 | 22046250 | 8587 | 17729838 | 17729838 | 614125 |
Largest Losing Trade | -52278 | -52278 | -22287 | -9313604 | -9313604 | -1894804 |
Avg Bars in Trades | 127 | 249 | 7 | 127 | 249 | 7 |
Avg Bars in Winners | 170 | 387 | 7 | 170 | 387 | 7 |
Avg Bars in Losers | 86 | 149 | 7 | 86 | 149 | 7 |
Bars Traded | 12831 | 12459 | 372 | 12831 | 12459 | 372 |
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 | 749124 | -162050 | -596847 | -160866 | -302386 | -759920 |
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{ "first_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 5 } }, "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": 78, "offset": 0, "scalar": 5 } }, "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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