Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194194.2719 | 1191649.8432 | 2544.4287 | 664936.2785 | 809728.0067 | -144791.7282 |
Total P&L (%) | 1194.1943 | 1191.6498 | 2.5444 | 664.9363 | 809.728 | -144.7917 |
Avg Daily Profit (%) | 0.657 | 0.6556 | 0.0014 | 0.112 | 0.1215 | 0 |
Buy And Hold Return (%) | 639.2792 | 639.2792 | 639.2792 | 639.2792 | 639.2792 | 639.2792 |
Max Trade Drawdown | -124488 | -129277 | -74244 | -2855471 | -3116826 | -1669000 |
Profit Factor | 2.7044 | 3.8013 | 1.0092 | 1.0596 | 1.1174 | 0.9661 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 75 | 30 | 45 | 75 | 30 | 45 |
Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
Profitability (%) | 46.5839 | 37.5 | 55.5556 | 46.5839 | 37.5 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.101 | 6.3355 | 0.8074 | 1.215 | 1.8624 | 0.7729 |
Largest Winning Trade | 615330 | 615330 | 58858 | 2426609 | 2426609 | 1252118 |
Largest Losing Trade | -33897 | -33897 | -18115 | -965839 | -965839 | -440266 |
Avg Bars in Trades | 41 | 55 | 28 | 41 | 55 | 28 |
Avg Bars in Winners | 57 | 91 | 34 | 57 | 91 | 34 |
Avg Bars in Losers | 28 | 33 | 20 | 28 | 33 | 20 |
Bars Traded | 6697 | 4412 | 2285 | 6697 | 4412 | 2285 |
Profit Streak | 0 | 79.001 | 0 | 0 | 79.001 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318576 | -12303 | -579703 | -351857 | -226764 | -591738 |
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{ "first_band": { "type": "kcl", "factors": { "length": 242, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 216, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 242, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 216, "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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