Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12895976.7314 | 12962723.8399 | -66747.1085 | 1856114.9487 | 2486716.8708 | -630601.922 |
Total P&L (%) | 12895.9767 | 12962.7238 | -66.7471 | 1856.1149 | 2486.7169 | -630.6019 |
Avg Daily Profit (%) | 5.715 | 5.7446 | -0.0296 | 0.1319 | 0.1443 | 0 |
Buy And Hold Return (%) | 7626.347 | 7626.347 | 7626.347 | 7626.347 | 7626.347 | 7626.347 |
Max Trade Drawdown | -174390 | -148393 | -78632 | -4717611 | -4074072 | -1718174 |
Profit Factor | 15.8929 | 23.6614 | 0.7729 | 1.1196 | 1.2372 | 0.8747 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Profitability (%) | 43.7768 | 42.2414 | 45.2991 | 43.7768 | 42.2414 | 45.2991 |
Ratio Avg Win / Avg Loss | 20.4115 | 32.3533 | 0.9333 | 1.4379 | 1.6917 | 1.0563 |
Largest Winning Trade | 12852816 | 12852816 | 19507 | 5312180 | 5312180 | 732973 |
Largest Losing Trade | -29318 | -29318 | -25737 | -1027646 | -981480 | -1027646 |
Avg Bars in Trades | 37 | 63 | 11 | 37 | 63 | 11 |
Avg Bars in Winners | 51 | 96 | 10 | 51 | 96 | 10 |
Avg Bars in Losers | 26 | 39 | 11 | 26 | 39 | 11 |
Bars Traded | 8717 | 7417 | 1300 | 8717 | 7417 | 1300 |
Profit Streak | 0 | 77.6669 | 0 | 0 | 77.6669 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515597 | 492780 | -582571 | -272489 | -166896 | -580904 |
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{ "first_band": { "type": "kcl", "factors": { "length": 111, "offset": 0, "scalar": 3 } }, "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": 111, "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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