Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155931.6892 | 1177972.3653 | -22040.6761 | 266424.3877 | 490223.9894 | -223799.6017 |
Total P&L (%) | 1155.9317 | 1177.9724 | -22.0407 | 266.4244 | 490.224 | -223.7996 |
Avg Daily Profit (%) | 0.6357 | 0.6478 | -0.0121 | 0.0714 | 0.0977 | 0 |
Buy And Hold Return (%) | 648.7269 | 648.7269 | 648.7269 | 648.7269 | 648.7269 | 648.7269 |
Max Trade Drawdown | -172286 | -114477 | -89637 | -2956833 | -2245521 | -1379480 |
Profit Factor | 2.1559 | 2.7175 | 0.9298 | 1.0217 | 1.057 | 0.9388 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 48.4305 | 45.045 | 51.7857 | 48.4305 | 45.045 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.2956 | 3.3153 | 0.8657 | 1.088 | 1.2896 | 0.8741 |
Largest Winning Trade | 780253 | 780253 | 19082 | 2278304 | 2278304 | 259413 |
Largest Losing Trade | -36619 | -36619 | -20456 | -694649 | -694649 | -466929 |
Avg Bars in Trades | 23 | 40 | 6 | 23 | 40 | 6 |
Avg Bars in Winners | 25 | 47 | 6 | 25 | 47 | 6 |
Avg Bars in Losers | 22 | 35 | 7 | 22 | 35 | 7 |
Bars Traded | 5287 | 4526 | 761 | 5287 | 4526 | 761 |
Profit Streak | 0 | 83.4338 | 0 | 0 | 83.4338 | 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 | 300748 | 263005 | -580525 | -459105 | -387780 | -580525 |
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{ "first_band": { "type": "kcl", "factors": { "length": 35, "offset": 0, "scalar": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 35, "offset": 0, "scalar": 2 } }, "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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