Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1869253.6343 | -40609.4287 | -1828644.2057 | -18647.5404 | -9609758.8182 | 9591111.2778 |
Total P&L (%) | -1869.2536 | -40.6094 | -1828.6442 | -18.6475 | -9609.7588 | 9591.1113 |
Avg Daily Profit (%) | -0.9967 | -0.0217 | -0.975 | -0.011 | 0 | 0.2442 |
Buy And Hold Return (%) | 212.0925 | 212.0925 | 212.0925 | 212.0925 | 212.0925 | 212.0925 |
Max Trade Drawdown | -1905570 | -111936 | -1880713 | -12856054 | -10207394 | -9180222 |
Profit Factor | 0.3206 | 0.8759 | 0.2457 | 0.9995 | 0.3914 | 1.4722 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 107 | 48 | 59 | 101 | 44 | 57 |
Losing Trades | 107 | 59 | 48 | 113 | 63 | 50 |
Profitability (%) | 50 | 44.8598 | 55.1402 | 47.1963 | 41.1215 | 53.271 |
Ratio Avg Win / Avg Loss | 0.3206 | 1.0766 | 0.1999 | 1.1182 | 0.5604 | 1.2914 |
Largest Winning Trade | 36570 | 22525 | 36570 | 10839666 | 1958735 | 10839666 |
Largest Losing Trade | -1501039 | -35242 | -1501039 | -8944730 | -4175877 | -8944730 |
Avg Bars in Trades | 34 | 12 | 55 | 34 | 12 | 55 |
Avg Bars in Winners | 28 | 11 | 41 | 32 | 11 | 48 |
Avg Bars in Losers | 40 | 13 | 73 | 36 | 13 | 64 |
Bars Traded | 7354 | 1366 | 5988 | 7354 | 1366 | 5988 |
Profit Streak | 0 | 87.2467 | 0 | 0 | 87.2467 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579657 | -580543 | -580380 | -579081 | -583663 | 349431 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 98, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 110, "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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