Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10403739.1239 | 26985.2332 | -10430724.3571 | 212151315.2799 | 51926327.7685 | 160224987.5114 |
Total P&L (%) | -10403.7391 | 26.9852 | -10430.7244 | 212151.3153 | 51926.3278 | 160224.9875 |
Avg Daily Profit (%) | -5.5665 | 0.0144 | -5.5809 | 0.4107 | 0.3352 | 0.3956 |
Buy And Hold Return (%) | 8315.7772 | 8315.7772 | 8315.7772 | 8315.7772 | 8315.7772 | 8315.7772 |
Max Trade Drawdown | -10494510 | -63831 | -10469100 | -52621145 | -13344039 | -63225132 |
Profit Factor | 0.0367 | 1.2911 | 0.0258 | 2.2969 | 2.4424 | 2.2559 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 33 | 16 | 17 | 27 | 16 | 11 |
Losing Trades | 24 | 13 | 11 | 30 | 13 | 17 |
Profitability (%) | 57.8947 | 55.1724 | 60.7143 | 47.3684 | 55.1724 | 39.2857 |
Ratio Avg Win / Avg Loss | 0.0267 | 1.049 | 0.0167 | 2.5521 | 1.9845 | 3.4864 |
Largest Winning Trade | 37492 | 31994 | 37492 | 189395376 | 21148817 | 189395376 |
Largest Losing Trade | -9948806 | -26436 | -9948806 | -30844615 | -13344039 | -30844615 |
Avg Bars in Trades | 89 | 15 | 165 | 89 | 15 | 165 |
Avg Bars in Winners | 63 | 14 | 109 | 95 | 16 | 210 |
Avg Bars in Losers | 124 | 17 | 251 | 83 | 14 | 135 |
Bars Traded | 5091 | 463 | 4628 | 5091 | 463 | 4628 |
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 | -759254 | -338410 | -600444 | -166311 | 512521 | -11218 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 167, "offset": 0, "scalar": 5 } } }
# | 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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