Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -443602.6644 | 23314.1493 | -466916.8137 | 5119346.0844 | 2047098.1029 | 3072247.9815 |
Total P&L (%) | -443.6027 | 23.3141 | -466.9168 | 5119.3461 | 2047.0981 | 3072.248 |
Avg Daily Profit (%) | -0.2448 | 0.0129 | -0.2577 | 0.2185 | 0.1694 | 0.191 |
Buy And Hold Return (%) | 741.3147 | 741.3147 | 741.3147 | 741.3147 | 741.3147 | 741.3147 |
Max Trade Drawdown | -696116 | -70025 | -636784 | -1051382 | -394371 | -1357375 |
Profit Factor | 0.5399 | 1.1509 | 0.4233 | 2.649 | 2.9028 | 2.5144 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 17 | 25 | 48 | 24 | 24 |
Losing Trades | 41 | 25 | 16 | 35 | 18 | 17 |
Profitability (%) | 50.6024 | 40.4762 | 60.9756 | 57.8313 | 57.1429 | 58.5366 |
Ratio Avg Win / Avg Loss | 0.527 | 1.6925 | 0.2709 | 1.9316 | 2.1771 | 1.7811 |
Largest Winning Trade | 40540 | 34948 | 40540 | 1683842 | 843885 | 1683842 |
Largest Losing Trade | -455838 | -46898 | -455838 | -829133 | -193568 | -829133 |
Avg Bars in Trades | 36 | 16 | 55 | 36 | 16 | 55 |
Avg Bars in Winners | 26 | 14 | 34 | 34 | 20 | 49 |
Avg Bars in Losers | 46 | 18 | 89 | 37 | 12 | 64 |
Bars Traded | 2992 | 708 | 2284 | 2992 | 708 | 2284 |
Profit Streak | 0 | 0 | 198.8157 | 0 | 0 | 198.8157 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581977 | -398214 | -577906 | 465240 | 404722 | 475719 |
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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": 194, "offset": 0, "scalar": 4 } } }
# | 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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