Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3426002.4273 | 3443673.151 | -17670.7238 | 35635.3383 | -748657.9402 | 784293.2785 |
Total P&L (%) | 3426.0024 | 3443.6732 | -17.6707 | 35.6353 | -748.6579 | 784.2933 |
Avg Daily Profit (%) | 1.4812 | 1.4888 | -0.0076 | 0.0132 | 0 | 0.0943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194521 | -194674 | -46354 | -3582521 | -3454783 | -175928 |
Profit Factor | 6.4285 | 7.9783 | 0.8716 | 1.0063 | 0.8523 | 2.3192 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 47.9452 | 41.6667 | 54.0541 | 47.9452 | 41.6667 | 54.0541 |
Ratio Avg Win / Avg Loss | 6.9796 | 11.1696 | 0.7409 | 1.0925 | 1.1932 | 1.9713 |
Largest Winning Trade | 3491448 | 3491448 | 19090 | 2162155 | 2162155 | 467578 |
Largest Losing Trade | -71891 | -71891 | -18757 | -1655682 | -1655682 | -134581 |
Avg Bars in Trades | 86 | 165 | 8 | 86 | 165 | 8 |
Avg Bars in Winners | 103 | 234 | 6 | 103 | 234 | 6 |
Avg Bars in Losers | 70 | 117 | 12 | 70 | 117 | 12 |
Bars Traded | 6295 | 5968 | 328 | 6295 | 5968 | 328 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54791 | 685775 | -579969 | -468527 | -582354 | -61460 |
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{ "first_band": { "type": "kcl", "factors": { "length": 98, "offset": 0, "scalar": 5 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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# | 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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