Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3466669.719 | 3623729.2071 | -157059.488 | 11626.784 | 1048381.2625 | -1036754.4786 |
Total P&L (%) | 3466.6697 | 3623.7292 | -157.0595 | 11.6268 | 1048.3813 | -1036.7545 |
Avg Daily Profit (%) | 1.7651 | 1.8451 | -0.08 | 0.0056 | 0.1244 | 0 |
Buy And Hold Return (%) | 1463.2468 | 1463.2468 | 1463.2468 | 1463.2468 | 1463.2468 | 1463.2468 |
Max Trade Drawdown | -198653 | -137742 | -159242 | -1611768 | -1214248 | -1038937 |
Profit Factor | 7.1329 | 11.4847 | 0.2849 | 1.0039 | 1.636 | 0.2139 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 37.0968 | 35.4839 | 38.7097 | 37.0968 | 35.4839 | 38.7097 |
Ratio Avg Win / Avg Loss | 12.095 | 20.8813 | 0.4511 | 1.7023 | 2.9745 | 0.3387 |
Largest Winning Trade | 3663729 | 3663729 | 16644 | 1596456 | 1596456 | 105051 |
Largest Losing Trade | -48998 | -41702 | -48998 | -599157 | -312126 | -599157 |
Avg Bars in Trades | 60 | 113 | 7 | 60 | 113 | 7 |
Avg Bars in Winners | 92 | 184 | 8 | 92 | 184 | 8 |
Avg Bars in Losers | 41 | 74 | 7 | 41 | 74 | 7 |
Bars Traded | 3741 | 3508 | 233 | 3741 | 3508 | 233 |
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 | -145691 | 475347 | -584930 | -730017 | -194940 | -584930 |
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{ "first_band": { "type": "kcl", "factors": { "length": 52, "offset": 45, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 74, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 52, "offset": 45, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 74, "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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