Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2271457.2484 | 2361532.9875 | -90075.7391 | -46495.7934 | 472638.8644 | -519134.6579 |
Total P&L (%) | 2271.4572 | 2361.533 | -90.0757 | -46.4958 | 472.6389 | -519.1347 |
Avg Daily Profit (%) | 1.2294 | 1.2781 | -0.0488 | -0.0338 | 0.0945 | 0 |
Buy And Hold Return (%) | 97.079 | 97.079 | 97.079 | 97.079 | 97.079 | 97.079 |
Max Trade Drawdown | -285567 | -229377 | -143771 | -2856729 | -2260659 | -977879 |
Profit Factor | 3.2136 | 4.7103 | 0.7688 | 0.9935 | 1.0973 | 0.7742 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 43.949 | 39.7436 | 48.1013 | 43.949 | 39.7436 | 48.1013 |
Ratio Avg Win / Avg Loss | 4.0985 | 7.1414 | 0.8295 | 1.2671 | 1.6637 | 0.8353 |
Largest Winning Trade | 2321259 | 2321259 | 59808 | 1948516 | 1948516 | 295876 |
Largest Losing Trade | -47368 | -43195 | -47368 | -902696 | -902696 | -376923 |
Avg Bars in Trades | 33 | 54 | 13 | 33 | 54 | 13 |
Avg Bars in Winners | 41 | 75 | 14 | 41 | 75 | 14 |
Avg Bars in Losers | 27 | 40 | 13 | 27 | 40 | 13 |
Bars Traded | 5320 | 4229 | 1091 | 5320 | 4229 | 1091 |
Profit Streak | 0 | 22.8242 | 0 | 0 | 22.8242 | 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 | 653418 | -16736 | -608196 | -580641 | -218517 | -608196 |
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{ "first_band": { "type": "kcl", "factors": { "length": 117, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 95, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 117, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 95, "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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