Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1295120.4232 | 1363592.8629 | -68472.4397 | 30736.6807 | 133898.4722 | -103161.7915 |
Total P&L (%) | 1295.1204 | 1363.5929 | -68.4724 | 30.7367 | 133.8985 | -103.1618 |
Avg Daily Profit (%) | 0.7147 | 0.7525 | -0.0378 | 0.0148 | 0.0469 | 0 |
Buy And Hold Return (%) | 529.8328 | 529.8328 | 529.8328 | 529.8328 | 529.8328 | 529.8328 |
Max Trade Drawdown | -207160 | -187549 | -122124 | -3810792 | -3634027 | -842469 |
Profit Factor | 2.5275 | 3.3188 | 0.7365 | 1.0037 | 1.0211 | 0.9494 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 47.7124 | 46.0526 | 49.3506 | 47.7124 | 46.0526 | 49.3506 |
Ratio Avg Win / Avg Loss | 2.7698 | 3.8877 | 0.7558 | 1.0999 | 1.1961 | 0.9744 |
Largest Winning Trade | 763849 | 763849 | 29295 | 3322039 | 3322039 | 506256 |
Largest Losing Trade | -36948 | -36948 | -35317 | -1328190 | -1328190 | -460184 |
Avg Bars in Trades | 33 | 56 | 10 | 33 | 56 | 10 |
Avg Bars in Winners | 41 | 75 | 9 | 41 | 75 | 9 |
Avg Bars in Losers | 25 | 40 | 11 | 25 | 40 | 11 |
Bars Traded | 5091 | 4292 | 799 | 5091 | 4292 | 799 |
Profit Streak | 72.9978 | 78.3312 | 72.9978 | 72.9978 | 78.3312 | 72.9978 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511477 | -34820 | -622152 | -554483 | -543829 | -622152 |
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{ "first_band": { "type": "kcl", "factors": { "length": 88, "offset": 0, "scalar": 3 } }, "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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